General criteria of integrability of functions of passage-times for nonnegative stochastic processes and their applications

Theory of Probability and its Applications

Volumn 43, Issue 3, 1998, Pages 343-369

  Aspandiiarov, S ^a   Iasnogorodski, R ^b  

^a UNIVERSITÉ PARIS DESCARTES   (France)

^b UNIVERSITÉ D'ORLÉANS   (France)

Author keywords

Countable Markov chains; Passage times; Recurrence classification; Reflected random walks with boundary reflection

Indexed keywords

EID: 0032223023     PISSN: 0040585X     EISSN: None     Source Type: Journal    
DOI: 10.1137/s0040585x97977033     Document Type: Article

References (13)

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