A Hoeffding inequality for Markov chains using a generalized inverse

2009 ◽  
Vol 79 (8) ◽  
pp. 1105-1107 ◽  
Author(s):  
Thomas R. Boucher
Keyword(s):  
Markov Chains ◽  
Generalized Inverse ◽  
Hoeffding Inequality

First-passage-time moments of Markov processes

1985 ◽  
Vol 22 (4) ◽  
pp. 939-945 ◽  
Author(s):  
David D. Yao
Keyword(s):  
Markov Chains ◽  
Markov Processes ◽  
Continuous Time ◽  
Fundamental Matrix ◽  
Generalized Inverse ◽  
First Passage Time ◽  
Passage Time ◽  
First Passage ◽  
Continuous Time Markov Chains ◽  
Passage Times

We consider the first-passage times of continuous-time Markov chains. Based on the approach of generalized inverse, moments of all orders are derived and expressed in simple, explicit forms in terms of the ‘fundamental matrix'. The formulas are new and are also efficient for computation.

First-passage-time moments of Markov processes

1985 ◽  
Vol 22 (04) ◽  
pp. 939-945
Author(s):  
David D. Yao
Keyword(s):  
Markov Chains ◽  
Markov Processes ◽  
Continuous Time ◽  
Fundamental Matrix ◽  
Generalized Inverse ◽  
First Passage Time ◽  
Passage Time ◽  
First Passage ◽  
Continuous Time Markov Chains ◽  
Passage Times

We consider the first-passage times of continuous-time Markov chains. Based on the approach of generalized inverse, moments of all orders are derived and expressed in simple, explicit forms in terms of the ‘fundamental matrix'. The formulas are new and are also efficient for computation.

Markov models—Markov chains

2019 ◽  
Vol 16 (8) ◽  
pp. 663-664 ◽  
Author(s):  
Jasleen K. Grewal ◽  
Martin Krzywinski ◽  
Naomi Altman
Keyword(s):  
Markov Chains ◽  
Markov Models
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