Asymptotics of exit times for Markov jump processes. I (Q1323298)
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scientific article; zbMATH DE number 567189
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotics of exit times for Markov jump processes. I |
scientific article; zbMATH DE number 567189 |
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Asymptotics of exit times for Markov jump processes. I (English)
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12 December 1994
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The first hitting time of some forbidden set by a stationary Markov jump process with a general state space is considered. The general criteria for this time to be asymptotically exponentially distributed are given. The results can be used in reliability and queueing networks.
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first hitting time
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forbidden set
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stationary Markov jump process
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asymptotically exponentially
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reliability
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queueing networks
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