Exit time from a positive quadrant for a two-dimensional markov chain

DOI10.1080/15326349208807231zbMath0761.60060OpenAlexW1972424747MaRDI QIDQ4021152

Ryszard Syski

Publication date: 17 January 1993

Published in: Communications in Statistics. Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326349208807231

zbMATH Keywords

random walksmartingale methodshitting time

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

This page was built for publication: Exit time from a positive quadrant for a two-dimensional markov chain