On the distribution of first passage and return times for small sets

DOI10.1214/aop/1176992806zbMath0591.60063OpenAlexW2076045576MaRDI QIDQ1074958

Robert Cogburn

Publication date: 1985

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176992806

zbMATH Keywords

distributionfirst passage timesexponentialHarris recurrent Markov chaininvariant initial distributionstate sets of small probability

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Stationary stochastic processes (60G10) Discrete-time Markov processes on general state spaces (60J05) Probability distributions: general theory (60E05) Renewal theory (60K05)

Related Items (3)

A generalization of a lemma of Kac ⋮ On the asymptotics of occurrence times of rare events for stochastic spin systems. ⋮ Finite-size corrections to Poisson approximations in general renewal-success processes

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