Last Exit Times from the Boundary of a Continuous Time Markov Chain
نویسندگان
چکیده
منابع مشابه
The deviation matrix of a continuous-time Markov chain
The deviation matrix of an ergodic, continuous-time Markov chain with transition probability matrix P (.) and ergodic matrix Π is the matrix D ≡ ∫∞ 0 (P (t)−Π)dt. We give conditions for D to exist and discuss properties and a representation of D. The deviation matrix of a birth-death process is investigated in detail. We also describe a new application of deviation matrices by showing that a me...
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ژورنال
عنوان ژورنال: The Annals of Probability
سال: 1977
ISSN: 0091-1798
DOI: 10.1214/aop/1176995901