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)

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

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