Quantitative and qualitative limits for exponential asymptotics of hitting times for birth-and-death chains in a scheme of series

DOI10.1090/S0094-9000-2015-00934-0zbMATH Open1326.60123MaRDI QIDQ2944752FDOQ2944752

M. V. Kartashov

Publication date: 8 September 2015

Published in: Theory of Probability and Mathematical Statistics (Search for Journal in Brave)

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zbMATH Keywords

hitting timesexponential asymptoticsbirth-and-death Markov chains

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Stopping times; optimal stopping problems; gambling theory (60G40) Renewal theory (60K05)

Cites Work

• Markov chains and stochastic stability
• Title not available (Why is that?)
• INEQUALITIES FOR TRANSITION PROBABILITIES WITH TABOOS AND THEIR APPLICATIONS
• Modern Theory of Summation of Random Variables
• Determination of the spectral index of ergodicity of a birth-and-death process
• Title not available (Why is that?)

Cited In (3)

• Flows of rare events for regularly perturbed semi-Markov processes
• The asymptotic behavior of the distribution of Markov moments in time-inhomogeneous Markov chains and its application to a discrete Cramér-Lundberg model
• Title not available (Why is that?)

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