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The combinatorial structure of non-homogeneous Markov chains

✍ Scribed by J. F. C. Kingman; David Williams


Publisher
Springer
Year
1973
Tongue
English
Weight
355 KB
Volume
26
Category
Article
ISSN
1432-2064

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Hitting time in a finite non-homogeneous
✍ Platis, A. ;Limnios, N. ;Le Du, M. πŸ“‚ Article πŸ“… 1998 πŸ› John Wiley and Sons 🌐 English βš– 125 KB πŸ‘ 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