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Moments of recurrence times for Markov chains
Aurzada, Frank; TU Berlin - Döring, Hanna; TU Berlin - Ortgiese, Marcel; TU Berlin - Scheutzow, Michael; TU Berlin
| Formato: |
Peer-reviewed Article, |
| Enlaces: |
 
We consider moments of the return times (or first hitting times) in an irreducible discrete time discrete space Markov chain. It is classical that the finiteness of the first moment of a return time of one state implies the finiteness…
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| Fecha: |
2011-01-01 |
| Recurso: |
Electronic communications in probability |
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