An extension of Cramér's estimate for the absorption probability of a random walk
Published online by Cambridge University Press: 24 October 2008
Extract
Consider a real-valued random walk
which is defined on a Markov chain {Xn: n ≥ 0} with countable state space I. We assume that a matrix Q(.) = (qij(.)) is given such that
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- Research Article
- Information
- Mathematical Proceedings of the Cambridge Philosophical Society , Volume 73 , Issue 2 , March 1973 , pp. 355 - 359
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- Copyright © Cambridge Philosophical Society 1973
References
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