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Markov chains with almost exponential hitting times

โœ Scribed by David J. Aldous


Publisher
Elsevier Science
Year
1982
Tongue
English
Weight
522 KB
Volume
13
Category
Article
ISSN
0304-4149

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This paper deals with the computation of the hitting time for a non-homogeneous discrete time Markov chain (NHDTMC or NHMC). We first give the basic definitions of NHMC, then we analyse the hitting time and its survivor function. We also give the sufficient conditions for the existence of the mean h