On first returning time and last exit time of a class of Markov chain

DOI10.1007/s10114-012-1019-xzbMath1262.60071OpenAlexW2086855017MaRDI QIDQ1940860

Yanyan Li

Publication date: 8 March 2013

Published in: Acta Mathematica Sinica. English Series (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10114-012-1019-x

zbMATH Keywords

Markov chainlast exit timefirst returning timeGeom/G/1 queueing model

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cites Work

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• The weighted transience and recurrence of Markov processes
• Moments of last exit times for Lévy processes
• GEOMETRIC ERGODICITY IN DENUMERABLE MARKOV CHAINS
• Levels of null persistency for Markov chains
• The Exponential Decay of Markov Transition Probabilities

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