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

DOI10.1016/J.MATCOM.2017.12.010OpenAlexW2802846986MaRDI QIDQ1997292FDOQ1997292

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

distributionMarkov processmomentlast exit time

Mathematics Subject Classification ID

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

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Cited in

(3)

• Characteristic of exit moments and models of enlargement of states for finite Markov chains in terms of global memory functionals
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