Computing lower and upper expected first-passage and return times in imprecise birth-death chains

DOI10.1016/j.ijar.2016.08.008zbMath1401.60137OpenAlexW2511515580MaRDI QIDQ2374517

Stavros Lopatatzidis, Jasper De Bock, Gert De Cooman

Publication date: 15 December 2016

Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.ijar.2016.08.008

zbMATH Keywords

imprecise probabilityreturn timefirst-passage timelower expectationsubmartingalebirth-death chain

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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