Expected first passage time of a distant point for countable Markov chains
Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 4 (2013), pp. 42-46
Cet article a éte moissonné depuis la source Math-Net.Ru
Upper and lower bounds for the expected first passage time of a distant point are obtained for ergodic countable Markov chains in terms of Lyapounov function and stationary distribution.
@article{VMUMM_2013_4_a8,
author = {A. A. Lykov},
title = {Expected first passage time of a distant point for countable {Markov} chains},
journal = {Vestnik Moskovskogo universiteta. Matematika, mehanika},
pages = {42--46},
year = {2013},
number = {4},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/VMUMM_2013_4_a8/}
}
A. A. Lykov. Expected first passage time of a distant point for countable Markov chains. Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 4 (2013), pp. 42-46. http://geodesic.mathdoc.fr/item/VMUMM_2013_4_a8/
[1] Fayolle G., Malyshev V.A., Menshikov M.V., Topics in the constructive theory of countable Markov chains, Cambridge Univ. Press, Cambridge, 1995 | MR
[2] Chzhun Kai-Lai, Odnorodnye tsepi Markova, Mir, M., 1964
[3] Menshikov M.V., Popov S.Yu., “Exact power estimates for countable Markov chains”, Markov Processes and Related Fields, 2 (1997), 57–78 | MR