Accession Number:

ADA222852

Title:

Consequences of Monotonicity for Markov Transition Functions

Descriptive Note:

Technical rept.

Corporate Author:

CITY COLL NEW YORK

Personal Author(s):

Report Date:

1990-02-28

Pagination or Media Count:

47.0

Abstract:

For an ergodic Markov chain we examine conditions for, and consequences of, monotonicity in time of a certain equation. The work has application to the study of asymptotic exponentiality of first passage time distributions, as well as the computation of separation distance. kr

Subject Categories:

  • Statistics and Probability

Distribution Statement:

APPROVED FOR PUBLIC RELEASE