A classification of a random walk defined on a finite Markov chain

DOI10.1007/BF00533479zbMath0247.60040MaRDI QIDQ5660341

Martin Newbould

Publication date: 1973

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und verwandte Gebiete (Search for Journal in Brave)

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Related Items (8)

Unnamed Item ⋮ On the Distribution of the Surplus Prior to Ruin in a Discrete Semi-Markov Risk Model ⋮ Über die Verteilung des Überschusses vor und zum Zeitpunkt des Ruins in Semi-Markov-Risikomodellen;On the distribution of the surplus prior to ruin and at ruin in a discrete semi-markov risk model ⋮ Fluctuation theory for Markov random walks ⋮ A monotonically converging algorithm for the severity of ruin in a discrete semi-markov risk model ⋮ A semi-markovian game of economic survival ⋮ On the symmetric wiener-hopf factorization for markov additive processes ⋮ Risk theory in a Markovian environment

Cites Work

• On the asymptotic distribution of sums of independent identically distributed random variables
• Markov Renewal Processes: Definitions and Preliminary Properties
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