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

DOI10.1090/S0094-9000-2015-00934-0MaRDI QIDQ2944752zbMATH OpenFDO

Authors M. V. Kartashov

Publication date 8 September 2015

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

Full work available at URL https://doi.org/10.1090/S0094-9000-2015-00934-0

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)

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Cites work

• scientific article; zbMATH DE number 3151099 (Why is no real title available?)
• scientific article; zbMATH DE number 1025906 (Why is no real title available?)
• Determination of the spectral index of ergodicity of a birth-and-death process
• INEQUALITIES FOR TRANSITION PROBABILITIES WITH TABOOS AND THEIR APPLICATIONS
• Markov chains and stochastic stability
• Modern Theory of Summation of Random Variables

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(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
• scientific article; zbMATH DE number 4013702 (Why is no real title available?)

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