Passage Times for Markov Chains

IOS Press, 1992

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A survey of work on passage times in stable Markov chains with a discrete state space and a continuous time. A unifying framework is provided by probabilistic potential theory and the results presented in the text are interpreted from this point of view.

ISBN-13
9789051990607
ISBN-10
905199060X
Publisher
IOS Press
Year
1992
Publication date
1992-12-31
Pages
560
Dimensions
241x165x36
Weight
1006