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Article Dans Une Revue Markov Processes And Related Fields Année : 2015

Entrance and sojourn times for Markov chains. Application to (LR)-random walks

Résumé

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.
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Dates et versions

hal-01272700 , version 1 (11-02-2016)

Identifiants

  • HAL Id : hal-01272700 , version 1

Citer

Valentina Cammarota, Aimé Lachal. Entrance and sojourn times for Markov chains. Application to (LR)-random walks. Markov Processes And Related Fields, 2015, 21 (4), pp.887-938. ⟨hal-01272700⟩
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