Expected Times for Reaching a Level for Range Type Functionals of a Markov Chain

DOI10.1137/1128083zbMath0561.60069OpenAlexW2028296109MaRDI QIDQ5186505

Yu. P. Filonov

Publication date: 1984

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1128083

zbMATH Keywords

asymptotical behaviourmoments of first passage time

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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