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On compound Poisson process on a Markov chain. (Russian) Zbl 0407.60074

Teor. Veroyatn. Mat. Stat. 17, 41-51 (1977).

MSC:

60J10 Markov chains (discrete-time Markov processes on discrete state spaces)
60J50 Boundary theory for Markov processes
60G55 Point processes (e.g., Poisson, Cox, Hawkes processes)