{"title":"Exponential moments of simultaneous hitting time for non-atomic Markov chains","authors":"V. Golomoziy","doi":"10.3336/gm.57.1.09","DOIUrl":null,"url":null,"abstract":"This paper is devoted to studying the first simultaneous hitting time of a given set by two discrete-time, inhomogeneous Markov chains with values in general phase space. Established conditions for the existence of the hitting time's exponential moment. Computable bounds for the exponential moment are obtained under the condition of stochastic dominance.","PeriodicalId":55601,"journal":{"name":"Glasnik Matematicki","volume":"28 1","pages":""},"PeriodicalIF":0.5000,"publicationDate":"2022-06-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"2","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Glasnik Matematicki","FirstCategoryId":"100","ListUrlMain":"https://doi.org/10.3336/gm.57.1.09","RegionNum":4,"RegionCategory":"数学","ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q3","JCRName":"MATHEMATICS","Score":null,"Total":0}
引用次数: 2
Abstract
This paper is devoted to studying the first simultaneous hitting time of a given set by two discrete-time, inhomogeneous Markov chains with values in general phase space. Established conditions for the existence of the hitting time's exponential moment. Computable bounds for the exponential moment are obtained under the condition of stochastic dominance.
期刊介绍：
Glasnik Matematicki publishes original research papers from all fields of pure and applied mathematics. The journal is published semiannually, in June and in December.
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