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Search: subject:"Single recurrent class"
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Exponential grow rate
2
Risk–sensitive average cost
2
Single recurrent class
2
Transient states
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Daniel Hernández–Hernández
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Rolando Cavazos–Cadena
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Computational Statistics
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Mathematical Methods of Operations Research
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A characterization of exponential functionals in finite Markov chains
Rolando Cavazos–Cadena
;
Daniel Hernández–Hernández
- In:
Mathematical Methods of Operations Research
60
(
2004
)
3
,
pp. 399-414
This work considers Markov chains with finite state space. It is supposed that the process has a
single
recurrent
class
…
Persistent link: https://www.econbiz.de/10010999795
Saved in:
2
A characterization of exponential functionals in finite Markov chains
Rolando Cavazos–Cadena
;
Daniel Hernández–Hernández
- In:
Computational Statistics
60
(
2004
)
3
,
pp. 399-414
This work considers Markov chains with finite state space. It is supposed that the process has a
single
recurrent
class
…
Persistent link: https://www.econbiz.de/10010759391
Saved in:
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