An Extension of Spitzer's Integral Representation Theorem with an Application
Abdulhamid A. Alzaid, C. Radhakrishna Rao, and D. N. Shanbhag
Source: Ann. Probab. Volume 15, Number 3
(1987), 1210-1216.
Abstract
Using a new approach, an extended version of Spitzer's integral representation for stationary measures of a discrete branching process is obtained. This result is used to provide a complete solution to a problem in damage models satisfying a generalized Rao-Rubin condition.
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Keywords: Branching processes; Cauchy equation; damage models; potential theory of Markov chains; Rao-Rubin condition
Full-text: Open access
Links and Identifiers
Permanent link to this document: http://projecteuclid.org/euclid.aop/1176992092
JSTOR: links.jstor.org
Digital Object Identifier: doi:10.1214/aop/1176992092
Mathematical Reviews number (MathSciNet): MR893925
Zentralblatt MATH identifier: 0626.60080
The Annals of Probability
