scientific article; zbMATH DE number 417052

MaRDI QIDQ3136186zbMATH OpenFDO

Authors Ryszard Syski

Publication date 16 September 1993

zbMATH Keywords

Dirichlet problemPoisson equationprobabilistic potential theoryexcursionreversalboundary theorytaboo probabilityfirst entrance timelast exit timeterminal time

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Discrete-time Markov processes on general state spaces (60J05) Continuous-time Markov processes on general state spaces (60J25) Probabilistic potential theory (60J45)

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Cited in

(29)

• First exit times for integer valued continuous time markov chains
• Hitting times with taboo for a random walk
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• Mixing times for uniformly ergodic Markov chains
• Applying Brownian motion to the study of birth-death chains
• Some first passage time problems for the shortest queue model
• A model for deceased-donor transplant queue waiting times
• Discrete fractal dimensions of the ranges of random walks in \(\mathbb Z^d\) associate with random conductances
• Recent advances in evolutionary computation
• Markovian bulk-arrival and bulk-service queues with general state-dependent control
• Joint densities of hitting times for finite state Markov processes
• Evaluating hybrid products: the interplay between financial and insurance markets
• Mean arrival times of sets for Markov chains
• The generating functions of hitting times for random walk on trees
• Coalescent random walks on graphs
• Towards an analytic framework for analysing the computation time of evolutionary algorithms
• Elementary derivation for passage times
• Computing mean first passage times for a Markov chain
• The exit time finite state projection scheme: bounding exit distributions and occupation measures of continuous-time Markov chains
• Level crossing statistics in a biologically motivated model of a long dynamic protrusion: passage times, random and extreme excursions
• Mean passage times for tridiagonal transition matrices
• A 2-class maintenance model with dynamic server behavior
• Choosing selection pressure for wide-gap problems
• The mutation process in colored coalescent theory
• Independence times for iid sequences, random walks and Lévy processes
• Continuous Time Markov Processes on Graphs
• Decay property of stopped Markovian bulk-arriving queues
• Wiener-Hopf factorization for time-inhomogeneous Markov chains and its application

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