Asymptotic Properties of the Distribution of the Supremum of a Random Walk on a Markov Chain

DOI10.1137/1125039zbMath0456.60072OpenAlexW2024097510MaRDI QIDQ3906223

Klaus Arndt

Publication date: 1980

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1125039

zbMATH Keywords

asymptotic behaviour

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

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