An estimate for an expectation of the simultaneous renewal for time-inhomogeneous Markov chains

DOI10.15559/16-VMSTA68zbMath1355.60097arXiv1701.01246MaRDI QIDQ502546

Vitaliy Golomoziy

Publication date: 5 January 2017

Published in: Modern Stochastics. Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1701.01246

zbMATH Keywords

renewal theoryMarkov chaincouplingbirth-death Markov chain

Mathematics Subject Classification ID

Discrete-time Markov processes on general state spaces (60J05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Renewal theory (60K05)

Related Items (4)

Exponential moments of simultaneous hitting time for non-atomic Markov chains ⋮ Computable bounds of exponential moments of simultaneous hitting time for two time-inhomogeneous atomic Markov chains ⋮ Properties of the stochastic ordering for discrete distributions and their applications to the renewal sequence generated by a nonhomogeneous Markov chain ⋮ On estimation of expectation of simultaneous renewal time of time-inhomogeneous Markov chains using dominating sequence

Cites Work

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