On estimation of expectation of simultaneous renewal time of time-inhomogeneous Markov chains using dominating sequence
The main subject of the study in this paper is the simultaneous renewal time for two time-inhomogeneous Markov chains which start with arbitrary initial distributions. By a simultaneous renewal we mean the first time of joint hitting the specific set C by both processes. Under the condition of exist...
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| Format: | Article |
| Language: | English |
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VTeX
2019-10-01
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| Series: | Modern Stochastics: Theory and Applications |
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| Online Access: | https://www.vmsta.org/doi/10.15559/19-VMSTA138 |