Markov Processes with Restart (Q5407020)

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scientific article; zbMATH DE number 6279821
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Markov Processes with Restart
scientific article; zbMATH DE number 6279821

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    Markov Processes with Restart (English)
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    4 April 2014
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    Markov process with restart
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    positive Harris recurrence
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    exponential ergodicity
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    standard Brownian motion
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    geometric Brownian motion
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