Theory of Probability and Mathematical Statistics

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

Author(s): S. V. Degtyar'
Translated by: N. Semenov
Original publication: Teoriya Imovirnostei ta Matematichna Statistika, vipusk 75 (2006).
Journal: Theor. Probability and Math. Statist. No. 75 (2007), 1-8.
MSC (2000): Primary 60K15, 60J25
Posted: January 23, 2008
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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.

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Retrieve articles in Theory of Probability and Mathematical Statistics with MSC (2000): 60K15, 60J25

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

DOI: 10.1090/S0094-9000-07-00709-0
PII: S 0094-9000(07)00709-0
Keywords: Markov functionals, homogeneous ergodic processes
Received by editor(s): 6/SEP/2005
Posted: January 23, 2008
Copyright of article: Copyright 2007, American Mathematical Society

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ISSN: 1547-7363(e) 0094-9000(p)

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