Conditioning an Additive Functional of a Markov Chain to Stay Nonnegative. I. Survival for a Long Time. Jacka, S. D., Lazic, Z., & Warren, J. Advances in Applied Probability, 37(4):1015–1034, December, 2005.
Conditioning an Additive Functional of a Markov Chain to Stay Nonnegative. I. Survival for a Long Time [link]Paper  doi  bibtex   
@Article{Jacka:2005:CAFa,
  author =       "Saul D. Jacka and Zorana Lazic and Jon Warren",
  title =        "Conditioning an Additive Functional of a {Markov}
                 Chain to Stay Nonnegative. {I}. {Survival} for a Long
                 Time",
  journal =      j-ADV-APPL-PROB,
  volume =       "37",
  number =       "4",
  pages =        "1015--1034",
  month =        dec,
  year =         "2005",
  CODEN =        "AAPBBD",
  DOI =          "https://doi.org/10.2307/30037371",
  ISSN =         "0001-8678 (print), 1475-6064 (electronic)",
  ISSN-L =       "0001-8678",
  bibdate =      "Sat May 3 07:42:55 MDT 2014",
  bibsource =    "http://www.jstor.org/stable/i30037361;
                 http://www.math.utah.edu/pub/tex/bib/advapplprob.bib",
  URL =          "http://www.jstor.org/stable/30037371",
  acknowledgement = ack-nhfb,
  ajournal =     "Adv. Appl. Probab.",
  fjournal =     "Advances in Applied Probability",
  journal-URL =  "http://www.jstor.org/journals/00018678.html",
}

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