INVERTION FORMULAS FOR RETURNING MARKOV CHAIN

Inversion formulas

Authors

Sergey Nagaev Sobolev Institute of mathematics

Abstract

Combinatorial inversion formulas for a recursive Markov chain are derived.

Published

2024-09-03

Issue

Vol. 21 No. 1 (2024): Volume 21, Issue 1, 2024

Section

Probability theory and mathematical statistics