LIMIT THEOREMS INVOLVING CAPACITIES,

Abstract

The asymptotic behavior of P Sub X(T sub B > n), P Sub X(n < V sub B < infinity) and several related quantities in a denumerable state space transient Markov chain are investigated. Here T Sub B, V sub B are respectively the time of last and first visit to the finite nonempty set B. Applications are given to several specific Markov chains. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1965
Accession Number
AD0617188

Entities

People

  • Sidney C. Port

Organizations

  • RAND Corporation

Tags

DTIC Thesaurus Topics

  • Markov Chains

Fields of Study

  • Mathematics

Readers

  • Mathematical Modeling and Probability Theory.

Technology Areas

  • Space