scholarly journals First-Hitting Times Under Additive Drift

2018 ◽  
pp. 92-104 ◽  
Author(s):  
Timo Kötzing ◽  
Martin S. Krejca
Keyword(s):  
Hitting Times ◽  
First Hitting Times

scholarly journals First Hitting Times to Intermittent Targets

2019 ◽  
Vol 123 (25) ◽  
Author(s):  
Gabriel Mercado-Vásquez ◽  
Denis Boyer
Keyword(s):  
Hitting Times ◽  
First Hitting Times

Examples for the Theory of Strong Stationary Duality with Countable State Spaces

1990 ◽  
Vol 4 (2) ◽  
pp. 157-180 ◽  
Author(s):  
Persi Diaconis ◽  
James Allen Fill
Keyword(s):  
Stopping Time ◽  
Renewal Theory ◽  
Hitting Times ◽  
State Spaces ◽  
Ergodic Markov Chain ◽  
Countable State Space ◽  
Strong Stationary Duality ◽  
Countable State ◽  
Infinite State ◽  
First Hitting Times

Let X1,X2,… be an ergodic Markov chain on the countable state space. We construct a strong stationary dual chain X* whose first hitting times give sharp bounds on the convergence to stationarity for X. Examples include birth and death chains, queueing models, and the excess life process of renewal theory. This paper gives the first extension of the stopping time arguments of Aldous and Diaconis [1,2] to infinite state spaces.

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