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- W2227931021 abstract "Let X be a standard Markov process, and let S be a perfectly additive increasing process with conditionally independent increments given the paths of X. Then, (X, S) is a Markov additive process. Let C be the random time change associated with S, and put Z t − =X(C t -), Z t + =X(C t ), R t − =t-S(C t -), R t + =S(C t )-t. When the state space of X is finite, Getoor [5] has recently obtained the joint distribution of these variables in terms of a triple Laplace transform. Here, the same is obtained explicitly by using renewal theoretic arguments along with the results on Levy systems of (X, S) given in Cinlar [4]. These results are useful in reliability theory and in the boundary theory of Markov processes." @default.
- W2227931021 created "2016-06-24" @default.
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- W2227931021 date "1976-01-01" @default.
- W2227931021 modified "2023-09-30" @default.
- W2227931021 title "Entrance-exit distributions for Markov additive processes" @default.
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- W2227931021 doi "https://doi.org/10.1007/bfb0120761" @default.
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