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On exponential limit laws for hitting times of rare sets for Harris chains and processes
| Content Provider | Scilit |
|---|---|
| Author | Glynn, Peter W. |
| Copyright Year | 2011 |
| Description | This paper provides a simple proof for the fact that the hitting time to an infrequently visited subset for a one-dependent regenerative process converges weakly to an exponential distribution. Special cases are positive recurrent Harris chains and Harris processes. The paper further extends this class of limit theorems to ‘rewards’ that are cumulated to the hitting time of such a rare set. |
| Related Links | https://www.cambridge.org/core/services/aop-cambridge-core/content/view/4A93595AA90CC96B545E001E3BD6BA1F/S0021900200099319a.pdf/div-class-title-on-exponential-limit-laws-for-hitting-times-of-rare-sets-for-harris-chains-and-processes-div.pdf |
| Ending Page | 326 |
| Page Count | 8 |
| Starting Page | 319 |
| ISSN | 00219002 |
| e-ISSN | 14756072 |
| DOI | 10.1017/s0021900200099319 |
| Journal | Journal of applied probability |
| Issue Number | A |
| Volume Number | 48 |
| Language | English |
| Publisher | Cambridge University Press (CUP) |
| Publisher Date | 2011-08-01 |
| Access Restriction | Open |
| Subject Keyword | Journal of applied probability Applied Mathematics Hitting Time Regenerative Process Harris Recurrent Markov Chain Harris Recurrent Markov Process |
| Content Type | Text |
| Resource Type | Article |
| Subject | Statistics and Probability Statistics, Probability and Uncertainty |
