ASYMPTOTICS OF EXIT TIMES FOR MARKOV JUMP-PROCESSES .1.

• 成果类型: Article
• 署名作者: ISCOE, I; MCDONALD, D
• 署名单位: University of Ottawa
• 刊物名称: ANNALS OF PROBABILITY
• ISSN/ISSBN: 0091-1798
• DOI: 10.1214/aop/1176988863
• 发表日期: 1994
• 页码: 372-397
• 关键词: Bounds

摘要

General conditions on general state space Markov jump processes are established for the asymptotic exponentiality of the distribution of the exit time into any small forbidden set. The error bounds for this exponential approximation tend to 0 as the size of the forbidden set tends to 0.