Boundary problems for additive processes defined on a finite Markov chain
- 1 January 1965
- journal article
- Published by Cambridge University Press (CUP) in Mathematical Proceedings of the Cambridge Philosophical Society
- Vol. 61 (1), 173-190
- https://doi.org/10.1017/s0305004100038767
Abstract
No abstract availableThis publication has 5 references indexed in Scilit:
- A central limit theorem for processes defined on a finite Markov chainMathematical Proceedings of the Cambridge Philosophical Society, 1964
- An alternative to Wiener-Hopf methods for the study of bounded processesJournal of Applied Probability, 1964
- Markov Renewal Processes with Finitely Many StatesThe Annals of Mathematical Statistics, 1961
- A Convexity Property in the Theory of Random Variables Defined on a Finite Markov ChainThe Annals of Mathematical Statistics, 1961
- Nonnegative Square MatricesEconometrica, 1953