OpenAlex | On the lack of memory for distributions of overshoot functionals in the case of upper almost semicontinuous processes defined on a Markov chain

On the lack of memory for distributions of overshoot functionals in the case of upper almost semicontinuous processes defined on a Markov chain

Work

Year: 2020

Type: article

Abstract: We study the question on whether or not the property of lack of memory that is valid for the geometrical and exponential distributions remains valid for hitting functionals in the case of upper almost... more

Source: Theory of Probability and Mathematical Statistics

Authors Д. В. Гусак, Ievgen Karnaukh

Institutions Uzhhorod National University, Oles Honchar Dnipro National University

Cites: 13

Cited by:

Related to: 10

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Topic: Markov Chains and Monte Carlo Methods

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: bronze