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Theory of Probability and Mathematical Statistics

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The moments of the artificial regeneration for an asymptotically degenerate family of Markov functionals


Author: S. V. Degtyar'
Translated by: N. Semenov
Original publication: Teoriya Imovirnostei ta Matematichna Statistika, tom 75 (2006).
Journal: Theor. Probability and Math. Statist. 75 (2007), 1-8
MSC (2000): Primary 60K15, 60J25
Published electronically: January 23, 2008
MathSciNet review: 2321176
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Abstract | References | Similar Articles | Additional Information

Abstract: We construct moments of the artificial regeneration satisfying certain conditions for a homogeneous ergodic Markov process related to a Markov functional in the scheme of series.


References [Enhancements On Off] (What's this?)

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Additional Information

S. V. Degtyar'
Affiliation: Department of Higher Mathematics, Vadym Hetman Kyiv National Economic University, Peremogy Avenue 54/1, Kyiv 03057, Ukraine

DOI: https://doi.org/10.1090/S0094-9000-07-00709-0
Keywords: Markov functionals, homogeneous ergodic processes
Received by editor(s): September 6, 2005
Published electronically: January 23, 2008
Article copyright: © Copyright 2007 American Mathematical Society