Statistics of a class of Markov chains

MaRDI QIDQ1883967zbMATH OpenFDO

Authors Yingchun Deng, Xianbing Cao

Publication date 21 October 2004

Published in Journal of Systems Science and Complexity (Search for Journal in Brave)

zbMATH Keywords

random walkhitting timesojourn timestar-graph

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Sums of independent random variables; random walks (60G50)

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Cited in

(12)

• Observation and statistics of hierarchical Markov chain
• Hitting Time and Inverse Problems for Markov Chains
• On stationary Markov chains and independent random variables
• Entrance and sojourn times for Markov chains, application to \((L, R)\)-random walks
• scientific article; zbMATH DE number 1782458 (Why is no real title available?)
• scientific article; zbMATH DE number 5018681 (Why is no real title available?)
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• Phase-type distributions and the structure of finite Markov chains
• Random motions, classes of ergodic Markov chains and beta distributions
• Rare event analysis of the state frequencies of a large number of Markov chains
• On completeness of random transition counts for Markov chains. II
• Summary Statistics for Endpoint-Conditioned Continuous-Time Markov Chains

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