Limit theorems for the first passage time of perturbed Markov chain beyond the level (Q3173164)
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scientific article; zbMATH DE number 5949736
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| English | Limit theorems for the first passage time of perturbed Markov chain beyond the level |
scientific article; zbMATH DE number 5949736 |
Statements
23 September 2011
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boundary crossing probability
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asymptotic normality
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shift asymptotically homogeneous Markov chain
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0.8811203241348267
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0.8679060339927673
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0.8269842863082886
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0.819894552230835
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