Name
Abstract | ||
|---|---|---|
In this paper, we consider some related questions to last exit time of general Markov processes. An estimate for the distribution of the last exit time is derived. An equivalent characterization for the finiteness of the k-moments of the last exit time is obtained. Finally, some examples are provided to show the significance and usefulness of our results. |
Year | DOI | Venue |
|---|---|---|
2019 | 10.1016/j.matcom.2017.12.010 | Mathematics and Computers in Simulation |
Keywords | Field | DocType |
Markov process,Last exit time,Moment,Distribution | Applied mathematics,Mathematical optimization,Markov process,Mathematics | Journal |
Volume | ISSN | Citations |
155 | 0378-4754 | 0 |
PageRank | References | Authors |
0.34 | 0 | 3 |
Name | Order | Citations | PageRank |
|---|---|---|---|
| Wei Hu | 1 | 0 | 0.34 |
| Quanxin Zhu | 2 | 1100 | 67.69 |
| Yi Lu | 3 | 8 | 12.85 |