Fluctuation Theory for Markov Random Walks
Author
Abstract
Suggested Citation
DOI: 10.1007/s10959-017-0778-9
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Gerold Alsmeyer & Alexander Iksanov & Matthias Meiners, 2015. "Power and Exponential Moments of the Number of Visits and Related Quantities for Perturbed Random Walks," Journal of Theoretical Probability, Springer, vol. 28(1), pages 1-40, March.
- Mallein, Bastien, 2015. "Maximal displacement of a branching random walk in time-inhomogeneous environment," Stochastic Processes and their Applications, Elsevier, vol. 125(10), pages 3958-4019.
- Alsmeyer, Gerold, 1996. "Superposed continuous renewal processes A Markov renewal approach," Stochastic Processes and their Applications, Elsevier, vol. 61(2), pages 311-322, February.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Gerold Alsmeyer & Chiranjib Mukherjee, 2023. "On Null-Homology and Stationary Sequences," Journal of Theoretical Probability, Springer, vol. 36(1), pages 1-25, March.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Kella, Offer & Stadje, Wolfgang, 2006. "Superposition of renewal processes and an application to multi-server queues," Statistics & Probability Letters, Elsevier, vol. 76(17), pages 1914-1924, November.
- Basrak, Bojan & Conroy, Michael & Olvera-Cravioto, Mariana & Palmowski, Zbigniew, 2022. "Importance sampling for maxima on trees," Stochastic Processes and their Applications, Elsevier, vol. 148(C), pages 139-179.
- Bezborodov, Viktor & Di Persio, Luca & Krueger, Tyll, 2021. "The continuous-time frog model can spread arbitrarily fast," Statistics & Probability Letters, Elsevier, vol. 172(C).
- Konstantopoulos, Takis & Last, Günter, 1999. "On the use of Lyapunov function methods in renewal theory," Stochastic Processes and their Applications, Elsevier, vol. 79(1), pages 165-178, January.
- Alsmeyer, Gerold & Hoefs, Volker, 2002. "Markov renewal theory for stationary (m+1)-block factors: convergence rate results," Stochastic Processes and their Applications, Elsevier, vol. 98(1), pages 77-112, March.
- Mallein, Bastien & Miłoś, Piotr, 2019. "Maximal displacement of a supercritical branching random walk in a time-inhomogeneous random environment," Stochastic Processes and their Applications, Elsevier, vol. 129(9), pages 3239-3260.
- Stadje, Wolfgang, 2012. "Embedded Markov chain analysis of the superposition of renewal processes," Statistics & Probability Letters, Elsevier, vol. 82(8), pages 1497-1503.
- Zhao, Ruiqing & Tang, Wansheng & Yun, Huaili, 2006. "Random fuzzy renewal process," European Journal of Operational Research, Elsevier, vol. 169(1), pages 189-201, February.
More about this item
Keywords
Markov random walk; Fluctuation theory; Discrete Markov chain; Fluctuation-type trichotomy; Kesten trichotomy; Null-homology; Positive divergence; Ladder epoch; Spitzer–Erickson theorem; Kesten–Maller theorem; First exit time; Last exit time; Ladder epoch; Renewal theory;All these keywords.
Statistics
Access and download statisticsCorrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:jotpro:v:31:y:2018:i:4:d:10.1007_s10959-017-0778-9. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.