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

Probability 2009-09-09 v1

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.

Keywords

Cite

@article{arxiv.0909.1420,
  title  = {Two-Limit Problems for Almost Semi-Continuous Processes Defined on a Markov Chain},
  author = {Ievgen Karnaukh},
  journal= {arXiv preprint arXiv:0909.1420},
  year   = {2009}
}

Comments

10 pages

R2 v1 2026-06-21T13:43:48.690Z