@article{oai:ynu.repo.nii.ac.jp:00007013,
 author = {Sgibnev, Mikhail},
 issue = {1},
 journal = {Yokohama Mathematical Journal = 横濱市立大學紀要. D部門, 数学},
 month = {},
 note = {application/pdf, Let ＄M_{￥infty}＄ be the supremum of a random walk ＄￥{S_{n}￥}＄ defined on a finite Markov chain ＄￥{￥kappa_{n}￥}＄ and let ＄￥varphi(x),＄ ＄x￥geq 0＄ , be a submultiplicative function: ＄￥varphi(x+y)￥leq￥varphi(x)￥varphi(y)＄ . Conditions are given for ＄E￥varphi(M_{￥infty}|￥kappa_{0}=i)<￥infty＄ .},
 pages = {1--8},
 title = {SUBMULTIPLICATIVE MOMENTS OF THE SUPREMUM OF A MARKOV-MODULATED RANDOM WALK},
 volume = {53},
 year = {2006}
}