Passage-Time Moments for Positively Recurrent Markov Chains

DOI10.1017/S0027763000007856zbMath0981.60067OpenAlexW1481849580MaRDI QIDQ2731036

Akinobu Shimizu, Tokuzo Shiga, T. Soshi

Publication date: 29 July 2001

Published in: Nagoya Mathematical Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1017/s0027763000007856

zbMATH Keywords

passage timefractional momentsconvergence rate of the transition probability

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27)

Cites Work

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• Exponential moments for hitting times of uniformly ergodic Markov processes
• Criteria for stochastic processes. II: Passage-time moments
• Subgeometric Rates of Convergence of f-Ergodic Markov Chains
• Passage-time moments for continuous non-negative stochastic processes and applications

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