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Markov chains with binomial time change
Published online by Cambridge University Press: 14 July 2016
Abstract
The effect of a binomial time change on a given Markov chain is studied. Results are obtained for the hitting times, potential operator, and transience and recurrence properties of the time-changed chain. The limiting behavior is considered as the binomial parameter approaches 0 and the time variable approaches∞.
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- Copyright © Applied Probability Trust 1986
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