291 citations
- Budker Institute of Nuclear PhysicsRU9 papers
- Sobolev Institute of MathematicsRU5 papers
- Institute of Semiconductor PhysicsRU4 papers
- Institute of Chemical Kinetics and CombustionRU3 papers
- Istituto Nazionale di Fisica NucleareIT3 papers
- Istituto Nazionale di Fisica Nucleare, Gruppo Collegato di Cosenza3 papers
- Russian Academy of SciencesRU3 papers
- University of AmsterdamNL3 papers
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math.PR2007
The Key Renewal Theorem for a Transient Markov Chain
Dmitry Korshunov
We consider a time-homogeneous Markov chain , , valued in . Suppose that this chain is transient, that is, generates a -finite renewal measure. We pro…
math.PR2006★ 3 cited
Stochastic integrals and asymptotic analysis of canonical von Mises statistics based on dependent observations
Igor S. Borisov, Alexander A. Bystrov
In the first part of the paper we study stochastic integrals of a nonrandom function with respect to a nonorthogonal Hilbert noise defined on a semiring of subsets of an arbitrary…