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On the Moment-Generating Functions of Extrema and Their Complements for Almost Semicontinuous Integer-Valued Poisson Processes on Markov Chains

For an integer-valued compound Poisson process with geometrically distributed jumps of a certain sign [these processes are called almost upper (lower) semicontinuous] defined on a finite regular Markov chain, we establish relations (without projections) for the moment-generating functions of extrema...

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Bibliographic Details
Date:	2015
Main Authors:	Herych, M. S., Gusak, D. V., Герич, М. С., Гусак, Д. В.
Format:	Article
Language:	Ukrainian English
Published:	Institute of Mathematics, NAS of Ukraine 2015
Online Access:	https://umj.imath.kiev.ua/index.php/umj/article/view/2044
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Journal Title:	Ukrains’kyi Matematychnyi Zhurnal
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