Two-Limit Problems for Almost Semi-Continuous Processes Defined on a Markov Chain

Ievgen Karnaukh

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arXiv · 0909.1420

Two-Limit Problems for Almost Semi-Continuous Processes Defined on a Markov Chain

Ievgen Karnaukh

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Abstract

We consider almost upper semi-continuous processes defined on a finite Markov chain. The distributions of the functionals associated with the exit from a finite interval are studied. We also consider some modification of these processes.

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BibTeX RIS

Ievgen Karnaukh. 2009-09-08. Two-Limit Problems for Almost Semi-Continuous Processes Defined on a Markov Chain. https://arxiv.org/abs/0909.1420

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