Hitting Times for Random Walks with Restarts

DOI10.1137/100796352zbMath1261.60046arXiv1005.4275OpenAlexW2139826730MaRDI QIDQ2910933

Svante Janson, Yuval Peres

Publication date: 12 September 2012

Published in: SIAM Journal on Discrete Mathematics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1005.4275

zbMATH Keywords

harmonic functionrandom walkGittins indexhitting timepotential kernel

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60) Probabilistic potential theory (60J45)

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