𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Exponentiality of First Passage Times of Continuous Time Markov Chains

✍ Scribed by Bourget, Romain; Chaumont, Loïc; Sapoukhina, Natalia

Book ID
121603417
Publisher
Springer Netherlands
Year
2013
Tongue
English
Weight
600 KB
Volume
131
Category
Article
ISSN
0167-8019

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Variances of first passage times in a Ma
Variances of first passage times in a Markov chain with applications to mixing times
✍ Jeffrey J. Hunter 📂 Article 📅 2008 🏛 Elsevier Science 🌐 English ⚖ 766 KB

In an earlier paper [J.J. Hunter, Mixing times with applications to perturbed Markov chains, Linear Algebra Appl. 417 (2006) 108-123] the author introduced the statistic η i = m j =1 m ij π j as a measure of the "mixing time" or "time to stationarity" in a finite irreducible discrete time Markov cha

Filtering of continuous-time Markov chai
Filtering of continuous-time Markov chains
✍ L. Aggoun; L. Benkherouf; L. Tadj 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 685 KB

This paper discusses finite-dimensional optimal filters for partially observed Markov chains. A model for a system containing a finite number of components where each component behaves like an independent finite state continuous-time Markov chain is considered. Using measure change techniques variou