This article is cited in 36 papers

Factorization methods and boundary problems for sums of random variables given on Markov chains

E. L. Presman


Abstract: This work concerns asymptotic study of the joint distribution of the maximum of a sequence of sums and the sums themselves on finite regular Markov chains. To this end, a series of lemmas are demonstrated on factorization of elements of general algebraic rings, as well as factorization identities having interest in themselves which provide a connection between various distributions pertaining to the random processes in question.

UDC: 519.2

MSC: 60G50, 60B15, 60J50, 60E05, 40A05

Received: 17.06.1968

 English version: Mathematics of the USSR-Izvestiya, 1969, 3:4, 815–852

Bibliographic databases:

• 
•