Olivieri E., Scoppola E. — Markov Chains with Exponentially Small Transition Probabilities: First Exit Problem from a General Domain. I. The Reversible Case
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Название: Markov Chains with Exponentially Small Transition Probabilities: First Exit Problem from a General Domain. I. The Reversible Case
Авторы: Olivieri E., Scoppola E.
Аннотация:
We consider general ergodic aperiodic Markov chains with finite state space whose transition probabilities between pairs of different communicating states are exponentially small in a large parameter b.
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