Markov processes with restart

Konstantin Avrachenkov, Alexey Piunovskiy, Yi Zhang

Research output: Contribution to journalArticlepeer-review

11 Citations (Scopus)

Abstract


Original languageEnglish
Pages (from-to)960-968
Number of pages9
JournalJournal of Applied Probability
Volume50
Issue number4
DOIs
Publication statusPublished - Dec 2013

Keywords

  • Exponential ergodic-ity
  • Markov process with restart
  • Positive Harris recurrence
  • Standard and geometric Brownian motions

ASJC Scopus subject areas

  • Statistics and Probability
  • General Mathematics
  • Statistics, Probability and Uncertainty

Fingerprint

Dive into the research topics of 'Markov processes with restart'. Together they form a unique fingerprint.

Cite this