Boundary Problems for Sums of Lattice Random Variables, Defined on a Finite Regular Markov Chain

DOI10.1137/1112039zbMath0174.49702OpenAlexW1985170156MaRDI QIDQ5563155

Ernst L. Presman

Publication date: 1967

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

Full work available at URL: https://doi.org/10.1137/1112039

zbMATH Keywords

probability theory

Related Items (8)

Limit theorems for affine Markov walks conditioned to stay positive ⋮ Limit theorems for Markov walks conditioned to stay positive under a spectral gap assumption ⋮ Semi-stationary processes ⋮ Symmetric Wiener-Hopf factorisations in Markov additive processes ⋮ Conditioned local limit theorems for random walks defined on finite Markov chains ⋮ A monotonically converging algorithm for the severity of ruin in a discrete semi-markov risk model ⋮ Risk theory in a Markovian environment ⋮ Return probabilities for the reflected random walk on \(\mathbb N_0\)

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