Other results on the Markovian inequality P(X_s A_s, X_s+1 A_s+1, , X_t A_t) (Q_s,t)

zbMATH Open1389.60087MaRDI QIDQ5367229FDOQ5367229

Authors: Udrea Păun 

Publication date: 12 October 2017

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zbMATH Keywords

Markov chainreliabilityinequalityequationexpectationergodicity coefficientMarkov chain methodmonotone Markov chainupper bound having the lack-of-memory propertywaiting time random variable

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) Inequalities; stochastic orderings (60E15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Distribution theory (60E99)

Cited In (2)

• \(P(X_s\in A_s,X_{s+1}\in A_{s+1},\dots,X_t\in A_t)\) in the Markov chain case: from an upper bound to a method
• Problem solving is often a matter of cooking up an appropriate Markov chain

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