Persistence exponents in Markov chains
DOI10.1214/20-AIHP1114zbMath1483.60041arXiv1703.06447OpenAlexW3183850799MaRDI QIDQ2077328
Sumit Mukherjee, Frank Aurzada, Ofer Zeitouni
Publication date: 25 February 2022
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1703.06447
integral equationeigenvalue problempersistenceMarkov chainlarge deviationsquasi-stationary distributionARMA
Discrete-time Markov processes on general state spaces (60J05) Eigenvalue problems for linear operators (47A75) Large deviations (60F10) Eigenvalue problems for integral equations (45C05)
Related Items (7)
Cites Work
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