A characterization of exponential functionals in finite Markov chains (Q2386347)

From MaRDI portal
scientific article
Language Label Description Also known as
English
A characterization of exponential functionals in finite Markov chains
scientific article

    Statements

    A characterization of exponential functionals in finite Markov chains (English)
    0 references
    22 August 2005
    0 references
    Exponential grow rate
    0 references
    Single recurrent class
    0 references
    Transient states
    0 references
    Risk-sensitive average cost
    0 references

    Identifiers