Computable bounds of exponential moments of simultaneous hitting time for two time-inhomogeneous atomic Markov chains

DOI10.1007/978-3-031-17820-7_5MaRDI QIDQ6153205zbMATH OpenOpenAlexFDO

Authors V. V. Golomozyĭ

Publication date 16 March 2024

Published in Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-031-17820-7_5

zbMATH Keywords

hitting timeMarkov chain

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

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Cites work

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• On estimation of expectation of simultaneous renewal time of time-inhomogeneous Markov chains using dominating sequence
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• Quantitative bounds on convergence of time-inhomogeneous Markov chains
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• The impact of stress factors on the price of widow's pensions

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