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Renewal processes with Markovian increments

โœ Scribed by V. Yu. Kotlyar; A. N. Nakonechnyi


Publisher
Springer US
Year
1989
Tongue
English
Weight
729 KB
Volume
25
Category
Article
ISSN
1573-8337

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This paper develops renewal theory for a rather general class of random walks S, including linear submartingales with positive drift. The basic assumption on SN is that their conditional increment distribution functions with respect to some filtration PN are bounded from above and below by integrabl