Title:
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On some limit properties of the reward from a Markov replacement process (English) |
Title:
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Některé limitní vlastnosti výnosu z Markovova procesu s obnovami (Czech) |
Author:
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Kunderová, Pavla |
Language:
|
English |
Journal:
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Acta Universitatis Palackianae Olomucensis. Facultas Rerum Naturalium. Mathematica |
ISSN:
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0231-9721 |
Volume:
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22 |
Issue:
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1 |
Year:
|
1983 |
Pages:
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143-156 |
Summary lang:
|
Russian |
Summary lang:
|
Czech |
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Category:
|
math |
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MSC:
|
60G55 |
MSC:
|
60J20 |
MSC:
|
60K20 |
MSC:
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90C40 |
idZBL:
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Zbl 0542.60089 |
idMR:
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MR744708 |
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Date available:
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2009-01-29T15:26:33Z |
Last updated:
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2012-05-03 |
Stable URL:
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http://hdl.handle.net/10338.dmlcz/120129 |
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Related article:
|
http://dml.cz/handle/10338.dmlcz/120143 |
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Reference:
|
[1] Kunderová V.: On a mean reward from Markov replacement process with only one isolated class of recurrent states.Acta UP Olomucensis, F. R. N. 1979, Tom. 61. |
Reference:
|
[2] Kunderová P.: On limit properties of the reward from a Markov replacement process.Acta UP Olomucensis, F. R. N. 1981, Tom 69. Zbl 0484.60071, MR 0645896 |
Reference:
|
[3] Liptser R. S., Shiryayev A. N.: Statistics of Random Processes II.New York, Springer Verlag, 1978. Zbl 0369.60001, MR 0488267 |
Reference:
|
[4] Loève M.: Probability Theory.Princeton (russian translation Moscow 1962). MR 0140129 |
Reference:
|
[5] Mandl P.: Some results on Markovian replacement process.J. Appl. Prob. 8, 357-365 (1971). MR 0286471 |
Reference:
|
[6] Mandl P.: An identity for Markovian replacement process.J. Appl. Prob. 6, 348-354 (1969). MR 0279905 |
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