Expected first passage time of a distant point for countable Markov chains |
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Authors: | A. A. Lykov |
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Affiliation: | 1. Faculty of Mechanics and Mathematics, Moscow State University, Leninskie Gory, Moscow, 119991, Russia
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Abstract: | Upper and lower bounds for the expected first passage time of a distant point are obtained for ergodic countable Markov chains in terms of Lyapunov function and stationary distribution. |
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Keywords: | |
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