The Markov oscillation problem in discrete time

Authors
Dai, YL Renshaw, E
Citation
Yl. Dai et E. Renshaw, The Markov oscillation problem in discrete time, J LOND MATH, 61, 2000, pp. 301-314
Citations number
13
Categorie Soggetti
Mathematics
Journal title
JOURNAL OF THE LONDON MATHEMATICAL SOCIETY-SECOND SERIES
ISSN journal
00246107 → ACNP
Volume
61
Year of publication
2000
Part
1
Pages
301 - 314
Database
ISI
SICI code
0024-6107(200002)61:<301:TMOPID>2.0.ZU;2-C
Abstract
Consider a discrete-time regenerative phenomenon with associated renewal se quence u(n). General results for the supremum of u(m+1),..., u(m + n) are d eveloped for those renewal sequences {u(n)} for which the first m + 1 eleme nts match those of a fixed renewal sequence {v(n)}, that is, u(0) = v(0),.. .,u(m) = v(m). A series of associated lemmas are developed in the process.