Quantitative and qualitative limits for exponential asymptotics of hitting times for birth-and-death chains in a scheme of series

DOI10.1090/S0094-9000-2015-00934-0zbMath1326.60123MaRDI QIDQ2944752

N. V. Kartashov

Publication date: 8 September 2015

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

zbMATH Keywords

hitting timesexponential asymptoticsbirth-and-death Markov chains

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stopping times; optimal stopping problems; gambling theory (60G40) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Renewal theory (60K05)

Related Items (2)

Flows of rare events for regularly perturbed semi-Markov processes ⋮ The asymptotic behavior of the distribution of Markov moments in time-inhomogeneous Markov chains and its application to a discrete Cramér–Lundberg model

Cites Work

• Markov chains and stochastic stability
• INEQUALITIES FOR TRANSITION PROBABILITIES WITH TABOOS AND THEIR APPLICATIONS
• Modern Theory of Summation of Random Variables
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