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Kunderová, Pavla
On limit properties of the reward from a Markov replacement process. (English). Sborník prací Přírodovědecké fakulty University Palackého v Olomouci. Matematika, vol. 20 (1981), issue 1, pp. 133-146
MSC: 60F05, 60F15, 60J20, 60J27, 60K20 | MR 0645896 | Zbl 0484.60071
References:
[1] Brown P. M., Eagleson G. K.: Martingale convergence to infinitely divisible laws with finite variences. Trans. Amer. Math. Soc. 162, p. 449. MR 0288806
[2] 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.
[3] Kunderová P.: Kandidátská disertační práce, UK Praha, 1977.
[4] Loève M.: Probability Theory. Princeton. (Russian translation Moscow 1962). MR 0140129
[5] Mandl P.: An identity for Markovian replacement processes. J. Appl. Prob., Vol. 6, No 2, pp. 348-354. MR 0279905 | Zbl 0192.55203
[6] Mandl P.: On the adaptive Control of Finite State Markov Processes. Z. Wahrscheinlichkeitstheorie verw. Geb. 27, 263-276 (1973). MR 0359962 | Zbl 0273.60050
[7] Mandl P.: Some applications of martingales in controlled Markov processes. Bulletin of the International Statistical Institute, Vol. 4, 1973, Vienna. MR 0370742
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