A method for studying the integral functional of stochastic processes with applications

II. Sojourn time distributions for markov chains
  • Prem S. Puri
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References

  1. 1.
    Chung, K.L.: Markov Chains with stationary transition probabilities. New York: Springer 1967.Google Scholar
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    Feller, W.: An introduction to probability theory and its applications. Vol. II. New York: John Wiley 1966.Google Scholar
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    Prohorov, Y.V., and Rozanov, Y.A.: Probability Theory. New York: Springer 1969.Google Scholar
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    Puri, P.S.: A method for studying the integral functionals of stochastic processes with applications. I. Markov Chains case, J. appl. Probab. 8, 331–343 (1971).Google Scholar
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    Puri, P.S.: A method for studying the integral functionals of stochastic processes with applications. III. Birth and Death processes, to appear in Proc. 6th Berkeley Sympos. math. Statist. Probab. 1971.Google Scholar

Copyright information

© Springer-Verlag 1972

Authors and Affiliations

  • Prem S. Puri
    • 1
  1. 1.Department of StatisticsPurdue UniversityLafayetteUSA

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