Adelaide Research & Scholarship
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https://hdl.handle.net/2440/73745
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| Type: | Journal article |
| Title: | Markov chain hitting times |
| Author: | Elliott, R. Van Der Hoek, J. Sworder, D. |
| Citation: | Stochastic Analysis and Applications, 2012; 30(5):827-830 |
| Publisher: | Marcel Dekker Inc |
| Issue Date: | 2012 |
| ISSN: | 0736-2994 1532-9356 |
| Statement of Responsibility: | Robert J. Elliott, John van der Hoek and David Sworder |
| Abstract: | A cost process is associated with a discrete time, finite state Markov chain. Using backward recursion, the distribution of the first time the cost falls below a given level is calculated. |
| Keywords: | Cost process hitting time Markov chain |
| Rights: | Copyright © Taylor & Francis Group, LLC |
| DOI: | 10.1080/07362994.2012.704848 |
| Grant ID: | ARC |
| Appears in Collections: | Aurora harvest 4 Mathematical Sciences publications |
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