A note on the inverse problem for reducible Markov chains

DOI10.2307/3213467zbMath0374.60086OpenAlexW4247688728MaRDI QIDQ4151491

Arthur O. Pittenger

Publication date: 1977

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3213467

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stopping times; optimal stopping problems; gambling theory (60G40) Probabilistic potential theory (60J45)

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