Skip to main content
Log in

Random processes with semi-Markov chains of hitting times

  • Published:
Journal of Soviet Mathematics Aims and scope Submit manuscript

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Literature cited

  1. I. I. Gikhman and A. V. Skorokhod, Introduction to the Theory of Random Processes [in Russian], Moscow (1965).

  2. E. B. Dynkin, Markov Processes [in Russian], Moscow (1963).

  3. L. A. Skornyakov, Elements of Structure Theory [in Russian], Moscow (1970).

  4. W. Feller, An Introduction to Probability Theory and Its Applications, Vol. 2, Wiley New York (1957).

    Google Scholar 

  5. B. P. Kharlamov, “Assignment of a random process by hitting time chains,” Dokl. Akad. Nauk SSSR,196, No. 2, 312–315 (1971).

    Google Scholar 

  6. B. P. Kharlamov, “Random change of time and continuous semi-Markov processes,” Zap. Nauchn. Sem. LOMI,29, 30–37, Leningrad (1972).

    Google Scholar 

  7. B. P. Kharlamov, “The set of regeneration times of random processes,” J. Sov. Math.,9, No. 1, 102–107 (1978).

    Google Scholar 

  8. R. M. Blumenthal and R. K. Getoor, Markov Processes and Potential Theory, New York-London (1968).

  9. F. Knight and S. Orey, “Construction of Markov process from hitting probabilities,” J. Math. Mech.,13, No. 5, 857–874 (1964).

    Google Scholar 

Download references

Authors

Additional information

Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im V. A. Steklova AN SSSR, Vol. 41, pp. 139–164, 1974.

Rights and permissions

Reprints and permissions

About this article

Cite this article

Kharlamov, B.P. Random processes with semi-Markov chains of hitting times. J Math Sci 9, 107–128 (1978). https://doi.org/10.1007/BF01086107

Download citation

  • Issue Date:

  • DOI: https://doi.org/10.1007/BF01086107

Keywords

Navigation