On the scheme of rare events for a homogeneous Markov chain (Q1585950): Difference between revisions
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Revision as of 05:00, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
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| English | On the scheme of rare events for a homogeneous Markov chain |
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On the scheme of rare events for a homogeneous Markov chain (English)
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14 November 2000
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The paper is concerned with a discrete-time Markov chain which is stopped as soon as a transition from a specific set of ``rare'' transitions occurs for the \(l\)th time. By letting the probabilities of the rare transitions tend to zero in a suitable way, an asymptotic result is obtained for the vector representing the number of transitions from each state until the chain is stopped. Also, a generalization of this result to semi-Markov processes is presented.
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asymptotic result
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rare event
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sojourn time Markov chain
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