Asymptotics of exit times for Markov jump processes. I

DOI10.1214/aop/1176988863zbMath0802.60075OpenAlexW1967092401MaRDI QIDQ1323298

Ian Iscoe, David R. McDonald

Publication date: 12 December 1994

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

Full work available at URL: https://doi.org/10.1214/aop/1176988863

zbMATH Keywords

reliabilityqueueing networksfirst hitting timeasymptotically exponentiallyforbidden setstationary Markov jump process

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Probabilistic potential theory (60J45) Applications of renewal theory (reliability, demand theory, etc.) (60K10)

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