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Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports], 2024, Volume 21, Issue 1, Pages 360–362 DOI: https://doi.org/10.33048/semi.2024.21.026
(Mi semr1689)
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This article is cited in 1 scientific paper (total in 1 paper)
Probability theory and mathematical statistics
An inversion formula for a recurrent Markov chain
S. V. Nagaev Sobolev Institute of Mathematics, Acad. Koptyug ave., 4, 630090, Novosibirsk, Russia
DOI:
https://doi.org/10.33048/semi.2024.21.026
Abstract:
A combinatorial inversion formula for a recurrent Markov chain is derived.
Keywords:
transition probability, Feller's formula, moment in time.
Received December 27, 2023, published June 23, 2024
Citation:
S. V. Nagaev, “An inversion formula for a recurrent Markov chain”, Sib. Èlektron. Mat. Izv., 21:1 (2024), 360–362
Linking options:
https://www.mathnet.ru/eng/semr1689 https://www.mathnet.ru/eng/semr/v21/i1/p360
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| Statistics & downloads: |
| Abstract page: | 92 | | Full-text PDF : | 25 | | References: | 20 |
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