On the Expected Extinction Time for the Adjoint Circuit Chains Associated with a Random Walk with Jumps in Random Environments
Chrysoula Ganatsiou ()
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Chrysoula Ganatsiou: University of Thessaly
A chapter in High-Dimensional Optimization and Probability, 2022, pp 219-239 from Springer
Abstract:
Abstract We study appropriate expressions of the expected extinction time for the “adjoint” Markov chains describing uniquely a nonhomogeneous random walk with jumps (with step − 1 or + 1 or in the same position having a right elastic barrier at 0) through their unique representations by directed circuits and weights (circuit chains) in random environments.
Keywords: 60J10; 60G50; 60K37; 62M99 (search for similar items in EconPapers)
Date: 2022
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Persistent link: https://EconPapers.repec.org/RePEc:spr:spochp:978-3-031-00832-0_6
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DOI: 10.1007/978-3-031-00832-0_6
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