Abstract
In the context of Markov chains, the fundamental use of the heuristic is to estimate the distribution of the first hitting time to a rarely-visited state or set of states. Such problems arise in several areas of applied probability, e.g., queueing theory and reliability, as well as pure theory. The heuristic is useful in the case where the stationary distribution is known explicitly but transient calculations are difficult.
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© 1989 Springer Science+Business Media New York
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Aldous, D. (1989). Markov Chain Hitting Times. In: Probability Approximations via the Poisson Clumping Heuristic. Applied Mathematical Sciences, vol 77. Springer, New York, NY. https://doi.org/10.1007/978-1-4757-6283-9_2
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DOI: https://doi.org/10.1007/978-1-4757-6283-9_2
Publisher Name: Springer, New York, NY
Print ISBN: 978-1-4419-3088-0
Online ISBN: 978-1-4757-6283-9
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