Asymptotics of Exit Times for Markov Jump Processes I
Iscoe, I. ; McDonald, D.
Ann. Probab., Tome 22 (1994) no. 4, p. 372-397 / Harvested from Project Euclid
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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.
Publié le : 1994-01-14
Classification:  Spectral gap,  asymptotic exponentiality,  Perron-Frobenius,  60J75,  60J45 
@article{1176988863,
     author = {Iscoe, I. and McDonald, D.},
     title = {Asymptotics of Exit Times for Markov Jump Processes I},
     journal = {Ann. Probab.},
     volume = {22},
     number = {4},
     year = {1994},
     pages = { 372-397},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176988863}
}

Iscoe, I.; McDonald, D. Asymptotics of Exit Times for Markov Jump Processes I. Ann. Probab., Tome 22 (1994) no. 4, pp.  372-397. http://gdmltest.u-ga.fr/item/1176988863/