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Publication:2850374
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zbMath1289.60122MaRDI QIDQ2850374

M. S. Gerych

Publication date: 26 September 2013


Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

Markov chainmaximumcumulant functionlattice Poisson processmoment generating function of minimumupper semi-continuous process


Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Transition functions, generators and resolvents (60J35)


Related Items (2)

On the moment-generating functions of extrema and their complements for almost semicontinuous integer-valued Poisson processes on Markov chains ⋮ Distributions of overshoots for almost continuous stochastic processes defined on a Markov chain







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