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Markov Chain Hitting Times

  • David Aldous
Part of the Applied Mathematical Sciences book series (AMS, volume 77)

Abstract

In the context of Markov chains, the fundamental use of the heuristic is to estimate the distribution of the first hitting time to a rarely-visited state or set of states. Such problems arise in several areas of applied probability, e.g., queueing theory and reliability, as well as pure theory. The heuristic is useful in the case where the stationary distribution is known explicitly but transient calculations are difficult.

Keywords

Random Walk Stationary Distribution Queue Length Sojourn Time Simple Random Walk 
These keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

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Copyright information

© Springer Science+Business Media New York 1989

Authors and Affiliations

  • David Aldous
    • 1
  1. 1.Department of StatisticsUniversity of California-BerkeleyBerkeleyUSA

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