Pages that link to "Item:Q1323298"

The following pages link to Asymptotics of exit times for Markov jump processes. I (Q1323298):

Displaying 13 items.

• On discrete inhomogeneous exit problems (Q1354835) (← links)
• Rare events for stationary processes. (Q1877529) (← links)
• Asymptotics of exit times for Markov jump processes. II: Applications to Jackson networks (Q1904497) (← links)
• Asymptotic representations for characteristics of exit from an interval for stochastic processes with independent increments (Q1972643) (← links)
• On exit time from balls of jump-type symmetric Markov processes (Q2266878) (← links)
• Asymptotics of two-boundary first-exit-time densities for Gauss-Markov processes (Q2283669) (← links)
• Computing the exit-time for a finite-range symmetric jump process (Q2516010) (← links)
• On the exit time from open sets of some semi-Markov processes (Q2657906) (← links)
• On the transient behavior of Ehrenfest and Engset processes (Q2898919) (← links)
• Asymptotic results for exit probabilities of stochastic processes governed by an integral type rate function (Q2905808) (← links)
• Impact of Routeing on Correlation Strength in Stationary Queueing Network Processes (Q3535641) (← links)
• Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection (Q3556736) (← links)
• Estimation of spectral gap for Markov chains (Q4332300) (← links)