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

zbMATH Open1389.60086MaRDI QIDQ5368337FDOQ5368337

Authors: Cong Qu, Shuili Zhang 

Publication date: 20 October 2017

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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)

Cited In (6)

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

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