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Sum rules for hitting times of Markov chains

✍ Scribed by José Luis Palacios; José M. Renom


Publisher
Elsevier Science
Year
2010
Tongue
English
Weight
123 KB
Volume
433
Category
Article
ISSN
0024-3795

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Hitting time in a finite non-homogeneous
✍ Platis, A. ;Limnios, N. ;Le Du, M. 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 125 KB 👁 3 views

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