Hitting Time and Inverse Problems for Markov Chains
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Publication:3535627
DOI10.1239/JAP/1222441820zbMath1209.60027OpenAlexW2092320316MaRDI QIDQ3535627
Victor H. de la Peña, Patrick McDonald, Henryk Gzyl
Publication date: 13 November 2008
Published in: Journal of Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1239/jap/1222441820
Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stopping times; optimal stopping problems; gambling theory (60G40)
Related Items (3)
Identifying combinatorially symmetric Hidden Markov Models ⋮ Taboo rate and hitting time distribution of continuous-time reversible Markov chains ⋮ Inverse Problems for Discrete Heat Equations and Random Walks for a Class of Graphs
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- On the reconstruction of diffusions from first-exit time distributions
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- Handbook of stochastic methods for physics, chemistry and the natural sciences.
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