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

• Дата: 2015
• Автори: Herych, M. S., Gusak, D. V., Герич, М. С., Гусак, Д. В.
• Формат: Стаття
• Мова: Українська; Англійська
• Опубліковано: Institute of Mathematics, NAS of Ukraine 2015
• Онлайн доступ: https://umj.imath.kiev.ua/index.php/umj/article/view/2044
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

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...