Markov chain hitting times
Date
2012
Authors
Elliott, R.
Van Der Hoek, J.
Sworder, D.
Editors
Advisors
Journal Title
Journal ISSN
Volume Title
Type:
Journal article
Citation
Stochastic Analysis and Applications, 2012; 30(5):827-830
Statement of Responsibility
Robert J. Elliott, John van der Hoek and David Sworder
Conference Name
Abstract
A cost process is associated with a discrete time, finite state Markov chain. Using backward recursion, the distribution of the first time the cost falls below a given level is calculated.
School/Discipline
Dissertation Note
Provenance
Description
Access Status
Rights
Copyright © Taylor & Francis Group, LLC