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JOURNALS
// Matematicheskie Trudy
// Archive
Trudy Inst. Mat. Sib. Otd. AN SSSR,
1982
Volume 1,
Pages
139–146
(Mi mt633)
Свойства распределений и некоторые прикладные задачи
Finding in explicit form the distribution of the supremum of a random walk on a Markov chain
K. Arndt
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Steklov Math. Inst. of RAS
, 2024