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MR1860094 60K05 (60J10 60K15)
Fuh, Cheng-Der; Lai, Tze Leung Asymptotic expansions in multidimensional Markov renewal theory and first passage times for Markov random walks. Adv. in Appl. Probab. 33 (2001), no. 3, 652–673.
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