On the analysis of a random interleaving walk-jump process with applications to testing

DOI10.1080/07474946.2011.619104MaRDI QIDQ3106540zbMATH OpenOpenAlexWikidataFDO

Authors Anis Yazidi, Ole-Christoffer Granmo, B. John Oommen

Publication date 28 December 2011

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474946.2011.619104

zbMATH Keywords

random walk, Markov processsteady state, sequential change-point detection

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Reliability, testing and fault tolerance of networks and computer systems (68M15)

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• Absorbing and Ergodic Discretized Two-Action Learning Automata
• On the Classical Ruin Problems
• Ruin theory with compounding assets -- a survey

Cited in

(2)

• Analysis of Relaxation Time in Random Walk with Jumps
• On the analysis of a random walk-jump chain with tree-based transitions and its applications to faulty dichotomous search

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