The moments of exponential of stochastic functional for Markov chains on general state spaces

MaRDI QIDQ5368337zbMATH OpenFDO

Authors Cong Qu, Shuili Zhang

Publication date 20 October 2017

zbMATH Keywords

Markov chainsstochastic functionalminimal nonnegative solutions

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) Discrete-time Markov processes on general state spaces (60J05)

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Cited in

(6)

• Characteristic of exit moments and models of enlargement of states for finite Markov chains in terms of global memory functionals
• The moments of stochastic functional of Markov processes on general state space
• The moments of stochastic functionals for Markov chains on general state spaces
• Saddlepoint expansions for sums of Markov dependent variables on a continuous state space
• Countable state Markov processes: non-explosiveness and moment function
• A characterization of exponential functionals in finite Markov chains

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