OCCUPATION MEASURES FOR MARKOV-CHAINS

被引:36
作者
PITMAN, JW [1 ]
机构
[1] UNIV CALIF BERKELEY,BERKELEY,CA 94720
关键词
D O I
10.2307/1425817
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
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页码:69 / 86
页数:18
相关论文
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[4]  
DYNKIN EB, 1969, MARKOV PROCESSES
[5]  
Feller W., 2008, INTRO PROBABILITY TH
[6]  
Freedman, 1971, MARKOV CHAINS
[7]  
Ito K., 1965, DIFFUSION PROCESSES
[8]  
Kemeny J. G., 1966, DENUMERABLE MARKOV C
[9]  
KEMENY JG, 1961, J MATH ANAL APPL, V3, P196
[10]   THE 1ST-PASSAGE MOMENTS AND THE INVARIANT MEASURE OF A MARKOV-CHAIN [J].
LAMPERTI, J .
ANNALS OF MATHEMATICAL STATISTICS, 1960, 31 (02) :515-517