A characterization of exponential functionals in finite Markov chains (Q2386347): Difference between revisions

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Latest revision as of 20:36, 19 March 2024

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A characterization of exponential functionals in finite Markov chains
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    A characterization of exponential functionals in finite Markov chains (English)
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    22 August 2005
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    Exponential grow rate
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    Single recurrent class
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    Transient states
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    Risk-sensitive average cost
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