Further results for semiregenerative phenomena

Autor:	N. U. Prabhu
Rok vydání:	1994
Předmět:	Markov kernel Markov chain Subordinator Applied Mathematics Variable-order Markov model Mathematical analysis Markov process Markov model symbols.namesake Mathematics::Probability Markov renewal process symbols Markov property Statistical physics Mathematics
Zdroj:	Acta Applicandae Mathematicae. 34:213-223
ISSN:	1572-9036 0167-8019
DOI:	10.1007/bf00994266
Popis:	A theory of semiregenerative phenomena was developed by the author. The set of points at which such a phenomenon occurs is called a semi regenerative set. There is a correspondence between a semiregenerative set and the range of a Markov subordinator with a unit drift (or a Markov renewal process in the discrete time case). Prabhu, Tang, and Zhu showed that the properties of semiregenerative sets associated with Markov random walks completely characterize the fluctuation behaviour of these processes in the nondegenerate case and also established a Wiener-Hopf factorization based on these sets. These results are surveyed in this paper.
Databáze:	OpenAIRE
Externí odkaz:	https://explore.openaire.eu/search/publication?articleId=doi_________::45d40ee749e2e7ee4f2f817cc74fb271 https://doi.org/10.1007/bf00994266 Zobrazit plný text záznamu Full text from SpringerLink