Expected first passage time of a distant point for countable Markov chains
Vestnik Moskovskogo universiteta. Matematika, mehanika, no. 4 (2013), pp. 42-46
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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},
publisher = {mathdoc},
number = {4},
year = {2013},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/VMUMM_2013_4_a8/}
}
TY - JOUR AU - A. A. Lykov TI - Expected first passage time of a distant point for countable Markov chains JO - Vestnik Moskovskogo universiteta. Matematika, mehanika PY - 2013 SP - 42 EP - 46 IS - 4 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/VMUMM_2013_4_a8/ LA - ru ID - VMUMM_2013_4_a8 ER -
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/