Pitman's $2M-X$ theorem for skip-free random walks with Markovian increments.

Hambly, B.M., Martin, J.B., and O'Connell, Neil. "Pitman's theorem for skip-free random walks with Markovian increments.." Electronic Communications in Probability [electronic only] 6 (2001): 73-77. <http://eudml.org/doc/121812>.

@article{Hambly2001,
author = {Hambly, B.M., Martin, J.B., O'Connell, Neil},
journal = {Electronic Communications in Probability [electronic only]},
keywords = {Pitman's representation; three-dimensional Bessel process; telegrapher's equation; queue; Burke's theorem; quasireversibility},
language = {eng},
pages = {73-77},
publisher = {University of Washington},
title = {Pitman's theorem for skip-free random walks with Markovian increments.},
url = {http://eudml.org/doc/121812},
volume = {6},
year = {2001},
}

TY - JOUR
AU - Hambly, B.M.
AU - Martin, J.B.
AU - O'Connell, Neil
TI - Pitman's theorem for skip-free random walks with Markovian increments.
JO - Electronic Communications in Probability [electronic only]
PY - 2001
PB - University of Washington
VL - 6
SP - 73
EP - 77
LA - eng
KW - Pitman's representation; three-dimensional Bessel process; telegrapher's equation; queue; Burke's theorem; quasireversibility
UR - http://eudml.org/doc/121812
ER -