Part of the Die Grundlehren der Mathematischen Wissenschaften book series (volume 104)
Ratio limit theorems
In this section we apply the Laplace transform to some instances of the first entrance formulas (Theorem 11.8) to obtain analytical results which extend those of §§ I.9–10.
KeywordsNondecreasing Function Continuous Parameter Tauberian Theorem Stationary Transition Probability Strong Markov Property
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© Springer-Verlag OHG. Berlin · Göttingen · Heidelberg 1960