| Title:
|
On limit properties of the reward from a Markov replacement process (English) |
| Title:
|
Limitní vlastnosti výnosu z Markovova procesu s obnovami (Czech) |
| Author:
|
Kunderová, Pavla |
| Language:
|
English |
| Journal:
|
Sborník prací Přírodovědecké fakulty University Palackého v Olomouci. Matematika |
| ISSN:
|
0231-6048 |
| Volume:
|
20 |
| Issue:
|
1 |
| Year:
|
1981 |
| Pages:
|
133-146 |
| Summary lang:
|
Czech |
| Summary lang:
|
Russian |
| . |
| Category:
|
math |
| . |
| MSC:
|
60F05 |
| MSC:
|
60F15 |
| MSC:
|
60J20 |
| MSC:
|
60J27 |
| MSC:
|
60K20 |
| idZBL:
|
Zbl 0484.60071 |
| idMR:
|
MR0645896 |
| . |
| Date available:
|
2009-01-29T15:21:44Z |
| Last updated:
|
2012-05-03 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/120102 |
| . |
| Reference:
|
[1] Brown P. M., Eagleson G. K.: Martingale convergence to infinitely divisible laws with finite variences.Trans. Amer. Math. Soc. 162, p. 449. MR 0288806 |
| Reference:
|
[2] Kunderová P.: On a mean reward from Markov replacement process with only one isolated class of recurent states.Acta UP Olomucensis, F.R.N. 1979, Tom 55. |
| Reference:
|
[3] Kunderová P.: .Kandidátská disertační práce, UK Praha, 1977. |
| Reference:
|
[4] Loève M.: Probability Theory.Princeton. (Russian translation Moscow 1962). MR 0140129 |
| Reference:
|
[5] Mandl P.: An identity for Markovian replacement processes.J. Appl. Prob., Vol. 6, No 2, pp. 348-354. Zbl 0192.55203, MR 0279905 |
| Reference:
|
[6] Mandl P.: On the adaptive Control of Finite State Markov Processes.Z. Wahrscheinlichkeitstheorie verw. Geb. 27, 263-276 (1973). Zbl 0273.60050, MR 0359962 |
| Reference:
|
[7] Mandl P.: Some applications of martingales in controlled Markov processes.Bulletin of the International Statistical Institute, Vol. 4, 1973, Vienna. MR 0370742 |
| . |
