Вестник Московского Университета. Математика, Механика - Содержание

Mean time of reaching the far point for countable Markov chains / A. A. Lykov. //Vestnik Moskovskogo Universiteta. Seriya 1. Matematika. Mekhanika. 2013. № 4. P. 42-46 [Moscow Univ. Math. Bulletin. Vol. 68, N 4, 2013.].

Upper and lower bounds for the expected first passage time of a distant point are obtained for ergodic countable Markov chains in terms of Lyapounov function and stationary distribution.

Key words: countable Markov chain, first passage time, Lyapounov function.

№ 4/2013