Steady-state distributions of piecewise Markov processes
Maria Jankiewicz, B. Kopociński (1976)
Applicationes Mathematicae
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Displaying similar documents to “On jump processes with drift”
Steady-state distributions of piecewise Markov processes
Stationary Markov sets
Michael I. Taksar (1987)
Séminaire de probabilités de Strasbourg
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Markov Processes with Identiacl Hitting Probalities.
P.J. Fitzsimmons (1986)
Mathematische Zeitschrift
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Multiplicative excessive measures and duality between equations of Boltzmann and of branching processes
Masao Nagasawa (1975)
Séminaire de probabilités de Strasbourg
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The failure rate in reliability: Approximations and bounds.
Cocozza-Thivent, Christiane, Kalashnikov, Vladimir (1996)
Journal of Applied Mathematics and Stochastic Analysis
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Markov processes and their last exit distributions
Joseph Glover (1982)
Annales scientifiques de l'Université de Clermont. Mathématiques
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The superposition of two independent Markov renewal processes
W. P. Cherry, R. L. Disney (1983)
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Branching property of Markov processes
Masao Nagasawa (1972)
Séminaire de probabilités de Strasbourg
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Piecewise Markov processes on a general state space
Maria Jankiewicz, T. Rolski (1977)
Applicationes Mathematicae
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Boundedness of one-dimensional branching Markov processes.
Karpelevich, F.I., Suhov, Yu.M. (1997)
Journal of Applied Mathematics and Stochastic Analysis
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Loop-free Markov chains as determinantal point processes
Alexei Borodin (2008)
Annales de l'I.H.P. Probabilités et statistiques
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We show that any loop-free Markov chain on a discrete space can be viewed as a determinantal point process. As an application, we prove central limit theorems for the number of particles in a window for renewal processes and Markov renewal processes with Bernoulli noise.