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
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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- Characteristic of exit moments and models of enlargement of states for finite Markov chains in terms of global memory functionals
- Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection
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