On limit properties of the reward from a Markov replacement process
Sborník prací Přírodovědecké fakulty University Palackého v Olomouci. Matematika (1981)
- Volume: 20, Issue: 1, page 133-146
- ISSN: 0231-9721
Access Full Article
top
How to cite
topKunderová, Pavla. "On limit properties of the reward from a Markov replacement process." Sborník prací Přírodovědecké fakulty University Palackého v Olomouci. Matematika 20.1 (1981): 133-146. <http://eudml.org/doc/23381>.
@article{Kunderová1981,
author = {Kunderová, Pavla},
journal = {Sborník prací Přírodovědecké fakulty University Palackého v Olomouci. Matematika},
keywords = {replacement policy; processes with replacements; asymptotically normal distribution},
language = {eng},
number = {1},
pages = {133-146},
publisher = {Palacký University Olomouc},
title = {On limit properties of the reward from a Markov replacement process},
url = {http://eudml.org/doc/23381},
volume = {20},
year = {1981},
}
TY - JOUR
AU - Kunderová, Pavla
TI - On limit properties of the reward from a Markov replacement process
JO - Sborník prací Přírodovědecké fakulty University Palackého v Olomouci. Matematika
PY - 1981
PB - Palacký University Olomouc
VL - 20
IS - 1
SP - 133
EP - 146
LA - eng
KW - replacement policy; processes with replacements; asymptotically normal distribution
UR - http://eudml.org/doc/23381
ER -
References
top- Brown P. M., Eagleson G. K., Martingale convergence to infinitely divisible laws with finite variences, Trans. Amer. Math. Soc. 162, p. 449. MR0288806
- Kunderová P., On a mean reward from Markov replacement process with only one isolated class of recurent states, Acta UP Olomucensis, F.R.N. 1979, Tom 55. (1979)
- Kunderová P., [unknown], Kandidátská disertační práce, UK Praha, 1977. (1977)
- Loève M., Probability Theory, Princeton. (Russian translation Moscow 1962). (1962) MR0140129
- Mandl P., An identity for Markovian replacement processes, J. Appl. Prob., Vol. 6, No 2, pp. 348-354. Zbl0192.55203MR0279905
- Mandl P., On the adaptive Control of Finite State Markov Processes, Z. Wahrscheinlichkeitstheorie verw. Geb. 27, 263-276 (1973). (1973) Zbl0273.60050MR0359962
- Mandl P., Some applications of martingales in controlled Markov processes, Bulletin of the International Statistical Institute, Vol. 4, 1973, Vienna. (1973) MR0370742
NotesEmbed ?
topYou must be logged in to post comments.
To embed these notes on your page include the following JavaScript code on your page where you want the notes to appear.