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pro vyhledávání: '"Émile Le Page"'
Publikováno v:
Advances in Applied Probability. 54:111-140
Let $(Z_n)_{n\geq 0}$ be a critical branching process in a random environment defined by a Markov chain $(X_n)_{n\geq 0}$ with values in a finite state space $\mathbb{X}$ . Let $ S_n = \sum_{k=1}^n \ln f_{X_k}^{\prime}(1)$ be the Markov walk associat
Autor:
Lauvergnat, Ronan
Publikováno v:
Probability [math.PR]. Université de Bretagne Sud, 2017. English. ⟨NNT : 2017LORIS451⟩
We consider a real random walk whose increments are constructed by a Markov chain definedon an abstract space. We suppose that the random walk is centred and that the dependence of the Markov walk in its past decreases exponentially fast (due to the
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https://explore.openaire.eu/search/publication?articleId=dedup_wf_001::ee18c26c7e80fe30c1aacd72c7a774d7
https://tel.archives-ouvertes.fr/tel-01718390/file/2017theseLauvergnatR.pdf
https://tel.archives-ouvertes.fr/tel-01718390/file/2017theseLauvergnatR.pdf