Asymptotics of the first hitting times of Markov jump processes with applications to ATM.
This dissertation has three parts. The first part (Chapter 2) is about the asymptotics of the distribution of the first hitting time of a forbidden set by a Markov jump process. Explicit error bounds for the departure of the hitting time distribution from exponentiality are provided. The second part...
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University of Ottawa (Canada)
2009
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| Online Access: | http://hdl.handle.net/10393/6907 http://dx.doi.org/10.20381/ruor-11517 |