An Extension of Spitzer's Integral Representation Theorem with an Application

Abdulhamid A. Alzaid; C. Radhakrishna Rao; D. N. Shanbhag

doi:10.1214/aop/1176992092

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Home > Journals > Ann. Probab. > Volume 15 > Issue 3 > Article

July, 1987 An Extension of Spitzer's Integral Representation Theorem with an Application

Abdulhamid A. Alzaid, C. Radhakrishna Rao, D. N. Shanbhag

Ann. Probab. 15(3): 1210-1216 (July, 1987). DOI: 10.1214/aop/1176992092

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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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Abdulhamid A. Alzaid. C. Radhakrishna Rao. D. N. Shanbhag. "An Extension of Spitzer's Integral Representation Theorem with an Application." Ann. Probab. 15 (3) 1210 - 1216, July, 1987. https://doi.org/10.1214/aop/1176992092

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Published: July, 1987

First available in Project Euclid: 19 April 2007

zbMATH: 0626.60080

MathSciNet: MR893925

Digital Object Identifier: 10.1214/aop/1176992092

Subjects:

Primary: 60E05

Secondary: 62E10

Keywords: branching processes , Cauchy equation , damage models , potential theory of Markov chains , Rao-Rubin condition

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Vol.15 • No. 3 • July, 1987

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Abdulhamid A. Alzaid, C. Radhakrishna Rao, D. N. Shanbhag "An Extension of Spitzer's Integral Representation Theorem with an Application," The Annals of Probability, Ann. Probab. 15(3), 1210-1216, (July, 1987)

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