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JOURNALS // Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika // Archive

Vestnik Moskov. Univ. Ser. 1. Mat. Mekh., 2013 Number 4, Pages 42–46 (Mi vmumm422)

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Expected first passage time of a distant point for countable Markov chains

A. A. Lykov

Lomonosov Moscow State University, Faculty of Mechanics and Mathematics

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 Lyapounov function and stationary distribution.

Key words: countable Markov chain, first passage time, Lyapounov function.

UDC: 511

Received: 16.01.2012


 English version:
Moscow University Mathematics Bulletin, Moscow University Måchanics Bulletin, 2013, 68:4, 202–205

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© Steklov Math. Inst. of RAS, 2024