An estimate for an expectation of the simultaneous renewal for time-inhomogeneous Markov chains
In this paper, we consider two time-inhomogeneous Markov chains ${X_{t}^{(l)}}$, $l\in \{1,2\}$, with discrete time on a general state space. We assume the existence of some renewal set C and investigate the time of simultaneous renewal, that is, the first positive time when the chains hit the set C...
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| Format: | Article |
| Language: | English |
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VTeX
2016-12-01
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| Series: | Modern Stochastics: Theory and Applications |
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| Online Access: | https://vmsta.vtex.vmt/doi/10.15559/16-VMSTA68 |