Markov Processes with Homogeneous Second Component, II

DOI10.1137/1114081zbMath0208.44104OpenAlexW4246282679MaRDI QIDQ5610800

I. I. Ezhov, Anatoli V. Skorokhod

Publication date: 1969

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

Full work available at URL: https://doi.org/10.1137/1114081

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Discrete-time Markov processes on general state spaces (60J05)

Related Items (9)

Poisson approximation for some point processes in reliability ⋮ PRODUCT-FORM MARKOVIAN QUEUEING SYSTEMS WITH MULTIPLE RESOURCES ⋮ Distributions of overshoots for almost continuous stochastic processes defined on a Markov chain ⋮ The minimal entropy martingale measure (MEMM) for a Markov-modulated exponential Lévy model ⋮ First Passage Times for Markov Additive Processes with Positive Jumps of Phase Type ⋮ A factorization of a Lévy process over a phase-type horizon ⋮ Distribution of the exit time and value for homogeneous processes with independent increments given on a finite Markov chain ⋮ A Poisson Limit Theorem for Reliability Models Based on Markov Chains ⋮ A decoupling principle for Markov-modulated chains

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