A fluctuation theory for Markov chains

DOI10.1016/0304-4149(84)90174-1zbMath0526.60060OpenAlexW2046921071WikidataQ126838797 ScholiaQ126838797MaRDI QIDQ594477

Vidyadhar G. Kulkarni, N. U. Prabhu

Publication date: 1984

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(84)90174-1

zbMATH Keywords

Wiener-Hopf factorizationladder processesmaximal and minimal statemaximum and minimum functionalstaboo probability

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cites Work

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• On the symmetric wiener-hopf factorization for markov additive processes
• [https://portal.mardi4nfdi.de/wiki/Publication:5571418 Wiener-Hopf-Faktorisierung f�r substochastische �bergangsfunktionen in angeordneten R�umen]
• On the Distribution of the Supremum Functional for Semi-Markov Processes with Continuous State Spaces
• On the Distribution of the Maximum of a Semi-Markov Process
• Symmetric Wiener-Hopf factorisations in Markov additive processes

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