Asymptotic expansions for the moments of a semi-Markovian random walk with exponential distributed interference of chance

An introduction to probability theory and its applications

Journal of the Franklin Institute · 1958 · 30K citations

Natural Sciences, Mathematics, Probability Theory +11

<i>The Theory of Stochastic Processes</i>

D. R. Cox, H. D. Miller, George H. Weiss et al. · Physics Today · 1966 · 3.4K citations

Engineering, Mathematics, Probability Theory +11

On the Distribution of the First Jump

B. A. Rogozin · Theory of Probability and Its Applications · 1964 · 78 citations

Natural Sciences, Mathematics, Probability Theory +11

A second-order approximation for the variance of a renewal reward process

Mark Brown, Herbert Solomon · Stochastic Processes and their Applications · 1975 · 74 citations

Engineering, Economics, Markov Decision Processes +11

Asymptotic Expansions for the Moments of a Randomly Stopped Average

Girish Aras, Michael Woodroofe · The Annals of Statistics · 1993 · 62 citations · Full text

Natural Sciences, Mathematics, Probability Theory +8