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Entrance and sojourn times for Markov chains. Application to (LR)-random walks
| Content Provider | Hyper Articles en Ligne (HAL) |
|---|---|
| Author | Cammarota, Valentina Lachal, Aimé |
| Copyright Year | 2015 |
| Abstract | In this paper, we provide a methodology for computing the probability distribution of sojourn times for a wide class of Markov chains. Our methodology consists in writing out linear systems and matrix equations for generating functions involving relations with entrance times. We apply the developed methodology to some classes of random walks with bounded integer-valued jumps. |
| Related Links | https://hal.science/hal-01272700/file/Sojourn_Time_Markov_Chains.pdf |
| ISSN | 10242953 |
| Issue Number | 4 |
| Volume Number | 21 |
| Conference Proceedings | Markov Processes And Related Fields |
| e-ISSN | 10242953 |
| Language | English |
| Publisher | HAL CCSD Polymat Publishing Company |
| Publisher Date | 2015-01-01 |
| Access Restriction | Open |
| Subject Keyword | Matrix equations Entrance times Sojourn times LR)-random walks Generating functions |
| Content Type | Text |
| Resource Type | Conference Proceedings |
| Subject | Mathematics Applied Mathematics Statistics and Probability |
