Identités du type Baxter-Spitzer pour une classe de promenades aléatoires semi-markoviennes

J. M. Reinhard

Annales de l'I.H.P. Probabilités et statistiques (1982)

  • Volume: 18, Issue: 4, page 319-333
  • ISSN: 0246-0203

How to cite

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Reinhard, J. M.. "Identités du type Baxter-Spitzer pour une classe de promenades aléatoires semi-markoviennes." Annales de l'I.H.P. Probabilités et statistiques 18.4 (1982): 319-333. <http://eudml.org/doc/77191>.

@article{Reinhard1982,
author = {Reinhard, J. M.},
journal = {Annales de l'I.H.P. Probabilités et statistiques},
keywords = {semi-Markov random walk; duality in random walk; exponential identities},
language = {fre},
number = {4},
pages = {319-333},
publisher = {Gauthier-Villars},
title = {Identités du type Baxter-Spitzer pour une classe de promenades aléatoires semi-markoviennes},
url = {http://eudml.org/doc/77191},
volume = {18},
year = {1982},
}

TY - JOUR
AU - Reinhard, J. M.
TI - Identités du type Baxter-Spitzer pour une classe de promenades aléatoires semi-markoviennes
JO - Annales de l'I.H.P. Probabilités et statistiques
PY - 1982
PB - Gauthier-Villars
VL - 18
IS - 4
SP - 319
EP - 333
LA - fre
KW - semi-Markov random walk; duality in random walk; exponential identities
UR - http://eudml.org/doc/77191
ER -

References

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  1. [1] C.K. Cheong et J.L. Teugels, On a semi-Markov generalization of the Random Walk. Stoch. Proc. and their Appl., t. 1, 1973, p. 53-66. Zbl0252.60038MR368207
  2. [2] W. Feller, An introduction to Probability Theory and its Applications, t. 2, 1971, Wiley, New York. Zbl0219.60003MR270403
  3. [3] J. Janssen, Les Processus (J-X). Cahiers du C. E. R. O., t. 11, 1969, p. 181-214. Zbl0211.20901MR273681
  4. J. Janssen, Sur une généralisation du concept de promenade aléatoire sur la droite réelle. Ann. Inst. H. Poincaré, t. A6, 1970, p. 249-269. Zbl0261.60055MR293728
  5. J. Janssen, Some duality results in semi-Markov chain theory. Rev. Roum. Math. Pures et Appl., t. 21, 1976, p. 429-441. Zbl0371.60107MR426195
  6. [4] J. Janssen et J.M. Reinhard, Duality results for a class of multivariate semi-Markov processes (à paraître dans J. Appl. Prob., mars 1982). Zbl0504.60087
  7. [5] H.D. Miller, A matrix factorization problem in the theory of random variables defined on a semi-Markov chain, Proc. Camb. Philos. Soc., t. 58, 1962, p. 286-298. Zbl0114.33702
  8. [6] M. Newbould, A classification of a random walk defined on a finite Markov chain. Z. Wahrscheinlichkeitstheorie verw. Geb., t. 26, 1973, p. 95-104. Zbl0247.60040MR423541
  9. [7] R. Pyke, Markov renewal processes: definitions and preliminary properties. Ann. Math. Stat., t. 32, 1961, p. 1231-1242; Zbl0267.60089MR133888
  10. R. Pyke, Markov renewal processes with finitely many states. Ann. Math. Stat., t. 32, 1961, p. 1243-1259. Zbl0201.49901MR154324
  11. [8] L.D. Stone, On the distribution of the maximum of a semi-Markov process. Ann. Math. Stat., . t. 39, 1968, p. 947-956. Zbl0241.60079MR232460

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