Sur une généralisation du concept de promenade aléatoire sur la droite réelle

Jacques Janssen

Annales de l'I.H.P. Probabilités et statistiques (1970)

  • Volume: 6, Issue: 3, page 249-269
  • ISSN: 0246-0203

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Janssen, Jacques. "Sur une généralisation du concept de promenade aléatoire sur la droite réelle." Annales de l'I.H.P. Probabilités et statistiques 6.3 (1970): 249-269. <http://eudml.org/doc/76919>.

@article{Janssen1970,
author = {Janssen, Jacques},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
language = {fre},
number = {3},
pages = {249-269},
publisher = {Gauthier-Villars},
title = {Sur une généralisation du concept de promenade aléatoire sur la droite réelle},
url = {http://eudml.org/doc/76919},
volume = {6},
year = {1970},
}

TY - JOUR
AU - Janssen, Jacques
TI - Sur une généralisation du concept de promenade aléatoire sur la droite réelle
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1970
PB - Gauthier-Villars
VL - 6
IS - 3
SP - 249
EP - 269
LA - fre
UR - http://eudml.org/doc/76919
ER -

References

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  1. [1] K.L. Chung, Markov chains with stationary transition probabilities, Springer, Berlin, 1960. Zbl0092.34304MR116388
  2. [2] J.-P. Dreze, Problème de la ruine en théorie collective du risque, I et II. Cahiers du C. E. R. O., 10, 1968, 127-173 et 227-246. Zbl0193.20403MR239673
  3. [3] W. Feller, An introduction to probability theory and its applications. Vol. 2, Wiley, New York, 1966. Zbl0138.10207MR210154
  4. [4] J. Janssen, Les processus (J-X). Cahiers du C. E. R. O., 11, 1969. Zbl0211.20901MR273681
  5. [5] J. Keilson and P.M.G. Wishart, A central limit theorem for processes defined on a finite Markov chain. Proc. Camb. Phil. Soc., 60, 1964, 547-567. Zbl0126.33504MR169271
  6. [6] D.V. Lindley, The theory of queues with a single server. Proc. Camb. Phil. Soc., 48, 1952, 277-289. Zbl0046.35501MR46597
  7. [7] H.D. Miller, Absorption probabilities for sums of random variables defined on a finite Markov chain. Proc. Camb. Phil. Soc., 58, 1962, 286-298. Zbl0114.33703MR140146
  8. [8] E. Parzen, Stochastic processes, Holden-Day, San Francisco, 1962. Zbl0107.12301MR139192
  9. [9] R. Pyke, Markov renewal processes: definitions and preliminary properties. Ann. Math. Stat., 32, 1961, 1231-1242. Zbl0267.60089MR133888
  10. [10] F. Spitzer, The Wiener-Hopf equation whose kernel is a probability density. Duke Math. J., 24, 1957, 327-344. Zbl0082.32003MR90917
  11. [11] F. Spitzer, Principles of Random Walk. Van Nostrand, New York, 1964. Zbl0119.34304MR171290

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