Sammanfattning
The mean return time of a discrete Markov chainto a point x is the reciprocal of the invariant probability pi(x).We revisit this classical theme to investigate certain exit timesfor stochastic difference equations of autoregressive type.
Originalspråk | Odefinierat/okänt |
---|---|
Sidor (från-till) | 69–74 |
Tidskrift | Fasciculi Mathematici |
Volym | 44 |
Status | Publicerad - 2010 |
MoE-publikationstyp | A1 Tidskriftsartikel-refererad |