First passage times and their algorithms for markov processes

DOI10.1080/15326349508807338zbMath0813.60063OpenAlexW20201568MaRDI QIDQ4327117

Xue-Ming Yuan, Guang-Hui Hsu

Publication date: 4 April 1995

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

Full work available at URL: https://doi.org/10.1080/15326349508807338

zbMATH Keywords

first passage timeuniform erroruniformization techniquedenumerable state Markov process

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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