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Sibirskie Èlektronnye Matematicheskie Izvestiya [Siberian Electronic Mathematical Reports], 2024, Volume 21, Issue 1, Pages 360–362
DOI: https://doi.org/doi.org/10.33048/semi.2024.21.026 (Mi semr1689) 		 
Probability theory and mathematical statistics

An inversion formula for a recurrent Markov chain

S. V. Nagaev

Sobolev Institute of Mathematics, Acad. Koptyug ave., 4, 630090, Novosibirsk, Russia
Full-text PDF (287 kB)
DOI: https://doi.org/doi.org/10.33048/semi.2024.21.026
Abstract: A combinatorial inversion formula for a recurrent Markov chain is derived.
Keywords: transition probability, Feller's formula, moment in time.
Funding agency Grant number
Ministry of Science and Higher Education of the Russian Federation FWNF-2024-0001
Received December 27, 2023, published June 23, 2024
Document Type: Article
UDC: 519.217.2
MSC: 60J10
Language: Russian
Citation: S. V. Nagaev, “An inversion formula for a recurrent Markov chain”, Sib. Èlektron. Mat. Izv., 21:1 (2024), 360–362
Citation in format AMSBIB
\Bibitem{Nag24}
\by S.~V.~Nagaev
\paper An inversion formula for a recurrent Markov chain
\jour Sib. \`Elektron. Mat. Izv.
\yr 2024
\vol 21
\issue 1
\pages 360--362
\mathnet{http://mi.mathnet.ru/semr1689}
\crossref{https://doi.org/doi.org/10.33048/semi.2024.21.026}
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