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Passage Times for Markov Chains - Studies in Probability, Optimization and Statistics
R. Syski
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Passage Times for Markov Chains - Studies in Probability, Optimization and Statistics
R. Syski
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.
562 pages, black & white illustrations