Moments and distributions of the last exit times for a class of Markov processes

DOI10.1016/J.MATCOM.2017.12.010MaRDI QIDQ1997292zbMATH OpenOpenAlexFDO

Authors Wei Hu, Quanxin Zhu, Yi Lu

Publication date 2 March 2021

Published in Mathematics and Computers in Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.matcom.2017.12.010

zbMATH Keywords

distributionlast exit timeMarkov processmoment

Mathematics Subject Classification ID

Applications of dynamical systems (37Nxx) Markov processes (60Jxx) Mathematical biology in general (92Bxx) Controllability, observability, and system structure (93Bxx) Stochastic systems and control (93Exx)

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Cites work

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Cited in

(3)

• Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection
• scientific article; zbMATH DE number 29662 (Why is no real title available?)
• Characteristic of exit moments and models of enlargement of states for finite Markov chains in terms of global memory functionals

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