论文信息 - Limit Theorems for Stopped Functionals of Markov Renewal Processes

Limit Theorems for Stopped Functionals of Markov Renewal Processes

Some results for stopped random walks are extended to the Markov renewal setup where the random walk is driven by a Harris recurrent Markov chain. Some interesting applications are given; for example, a generalization of the alternating renewal process.

Allan Gut | Gerold Alsmeyer

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