THE MARKOV OSCILLATION PROBLEM IN DISCRETE TIME
Consider a discrete-time regenerative phenomenon with associated renewal sequence un. General results for the supremum of um+1, …, um+n are developed for those renewal sequences {un} for which the first m + 1 elements match those of a fixed renewal sequence {vn}, that is, u0 = v0, …, um = vm. A seri...
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| Veröffentlicht in: | Journal of the London Mathematical Society 2000-02, Vol.61 (1), p.301-314 |
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| Hauptverfasser: | , |
| Format: | Artikel |
| Sprache: | eng |
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| Online-Zugang: | Volltext |
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| Zusammenfassung: | Consider a discrete-time regenerative phenomenon with associated renewal sequence un. General results
for the supremum of um+1, …, um+n
are developed for those renewal sequences {un} for which the first m + 1
elements match those of a fixed renewal sequence {vn}, that is,
u0 = v0, …, um = vm. A series of associated
lemmas are developed in the process. |
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| ISSN: | 0024-6107 1469-7750 |
| DOI: | 10.1112/S0024610799008364 |