On the Identification of Markov Processes by the Distribution of Hitting Times

1987 ◽  
pp. 15-19 ◽  
Author(s):  
P. J. Fitzsimmons
Keyword(s):  
Markov Processes ◽  
Hitting Times

scholarly journals Exponential Moments for Hitting Times of Uniformly Ergodic Markov Processes

1983 ◽  
Vol 11 (3) ◽  
pp. 648-655 ◽  
Author(s):  
Rene Carmona ◽  
Abel Klein
Keyword(s):  
Markov Processes ◽  
Hitting Times ◽  
Exponential Moments

scholarly journals Joint densities of hitting times for finite state Markov processes

2018 ◽  
Vol 42 (2) ◽  
Author(s):  
TOMASZ R. BIELECKI ◽  
MONIQUE JEANBLANC ◽  
ALİ DEVİN SEZER
Keyword(s):  
Markov Processes ◽  
Hitting Times ◽  
Finite State

Markov Processes

2014 ◽  
Author(s):  
M. Vidyasagar
Keyword(s):  
Markov Chains ◽  
Markov Processes ◽  
Transition Matrix ◽  
State Transition ◽  
Markov Property ◽  
The State ◽  
State Transition Matrix ◽  
Hitting Times ◽  
Hitting Probability ◽  
Finite Set

This chapter deals with Markov processes. It first defines the “Markov property” and shows that all the relevant information about a Markov process assuming values in a finite set of cardinality n can be captured by a nonnegative n x n matrix known as the state transition matrix, and an n-dimensional probability distribution of the initial state. It then invokes the results of the previous chapter on nonnegative matrices to analyze the temporal evolution of Markov processes. It also estimates the state transition matrix and considers the dynamics of stationary Markov chains, recurrent and transient states, hitting probability and mean hitting times, and the ergodicity of Markov chains.

Bilinear Markov Processes of Searching for Moving Targets

2001 ◽  
Vol 33 (5-8) ◽  
pp. 13
Author(s):  
Karen G. Dzyubenko ◽  
Arkadiy A. Chikriy
Keyword(s):  
Markov Processes ◽  
Moving Targets
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