An asymptotic expansion for the distribution of the supremum of a Markov-modulated random walk
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Published:2011-06-01
Issue:1
Volume:35
Page:
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ISSN:0387-4982
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Container-title:Tsukuba Journal of Mathematics
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language:
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Short-container-title:Tsukuba J. Math.
Publisher
Institute of Mathematics, University of Tsukuba