Asymptotic behaviour of joint distribution of the overshoot and the first passage time of Markov chain for the level

zbMATH Open1199.60258MaRDI QIDQ3553207FDOQ3553207

Authors: Soltan A. Aliyev, Vugar A. Abdurakhmanov 

Publication date: 22 April 2010

Recommendations

• Asymptotics of numerical characteristics of the first passage time of level by the trajectory of perturbed Markov chain
• Limit theorems for the first passage time of perturbed Markov chain beyond the level
• scientific article; zbMATH DE number 5666592
• scientific article; zbMATH DE number 4155608
• On the distribution of the first passage time of a random walk to an arbitrary remote boundary

zbMATH Keywords

Markov chainlimit theorem

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

Cited In (5)

• On limit behavior of conditional probability of crossing of level by the Markov chain trajectory
• Title not available (Why is that?)
• Asymptotics of numerical characteristics of the first passage time of level by the trajectory of perturbed Markov chain
• On the first passage time of one-sided nonlinear boundary by the trajectory of Markov chain
• Limit theorems for the first passage time of perturbed Markov chain beyond the level

This page was built for publication: Asymptotic behaviour of joint distribution of the overshoot and the first passage time of Markov chain for the level

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3553207)