On a fundamental identity in the theory of semi-Markov processes

DOI10.2307/1425998zbMath0243.60051OpenAlexW2331526196MaRDI QIDQ5654849

Elja Arjas

Publication date: 1972

Published in: Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/1425998

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stopping times; optimal stopping problems; gambling theory (60G40) Markov renewal processes, semi-Markov processes (60K15)

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