Pitman's \(2M-X\) theorem for skip-free random walks with Markovian increments
type: Item
instance of: scholarly article
title: Pitman's \(2M-X\) theorem for skip-free random walks with Markovian increments
zbMATH Open document ID: 0985.60070
author: Ben M. Hambly
author: James Martin
author: Neil O'Connell
published in: Electronic Communications in Probability
publication date: 2002-01-07T00:00:00Z
full work available at URL: https://eudml.org/doc/121812
full work available at URL: paper7.abs.html
Mathematics Subject Classification ID: 60J10
Mathematics Subject Classification ID: 60J27
Mathematics Subject Classification ID: 60K25
Mathematics Subject Classification ID: 60J45
zbMATH DE Number: 1667135
zbMATH Keywords: Pitman's representation
zbMATH Keywords: three-dimensional Bessel process
zbMATH Keywords: telegrapher's equation
zbMATH Keywords: queue
zbMATH Keywords: Burke's theorem
zbMATH Keywords: quasireversibility
MaRDI profile type: Publication
OpenAlex ID: W2074510246
DOI: 10.1214/ECP.V6-1036
description: scientific article; zbMATH DE number 1667135