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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| Date: | 2015 |
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| Main Authors: | , , , |
| Format: | Article |
| Language: | Ukrainian English |
| Published: |
Institute of Mathematics, NAS of Ukraine
2015
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| 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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