ON THE FIRST EXIT TIME OF A NONNEGATIVE MARKOV PROCESS STARTED AT A QUASISTATIONARY DISTRIBUTION
- Author
- POLLAK, Moshe1 ; TARTAKOVSKY, Alexander G2
[1] Hebrew University of Jerusalem, Israel
[2] University of Southern California, United States - Source
Journal of applied probability. 2011, Vol 48, Num 2, pp 589-595, 7 p ; ref : 7 ref
- CODEN
- JPRBAM
- ISSN
- 0021-9002
- Scientific domain
- Computer science; Mathematics
- Publisher
- Applied Probability Trust, Sheffield
- Publication country
- United Kingdom
- Document type
- Article
- Language
- English
- Author keyword
- 60J20 62L15 Changepoint problem Markov process Primary 60J05 Secondary 62L10 first exit time quasistationary distribution stationary distribution
- Keyword (fr)
- Condition suffisante Fonction répartition Processus Markov Processus homogène Théorie probabilité 60E05 60J05 60J99 62M02 62M05 Loi stationnaire
- Keyword (en)
- Sufficient condition Distribution function Markov process Homogeneous process Probability theory Stationary distribution
- Keyword (es)
- Condición suficiente Función distribución Proceso Markov Proceso homogéneo Teoría probabilidad
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01F Distribution theory
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01J Markov processes
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02M Inference from stochastic processes; time series analysis
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02N Applications
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 24257933
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
Access to the document
Install on your browser
DOI
10.1239/jap/1308662648 
https://dx.doi.org/10.1239/jap/1308662648
"O:13:\"PanistOpenUrl\":36:{s:10:\"\u0000*\u0000openUrl\";N;s:6:\"\u0000*\u0000idc\";N;s:6:\"\u0000*\u0000fmt\";s:7:\"journal\";s:6:\"\u0000*\u0000doi\";s:22:\"10.1239\/jap\/1308662648\";s:6:\"\u0000*\u0000pii\";s:0:\"\";s:7:\"\u0000*\u0000pmid\";s:0:\"\";s:9:\"\u0000*\u0000atitle\";s:96:\"ON THE FIRST EXIT TIME OF A NONNEGATIVE MARKOV PROCESS STARTED AT A QUASISTATIONARY DISTRIBUTION\";s:9:\"\u0000*\u0000jtitle\";s:30:\"Journal of applied probability\";s:9:\"\u0000*\u0000stitle\";s:15:\"J. appl. probab\";s:7:\"\u0000*\u0000date\";s:4:\"2011\";s:9:\"\u0000*\u0000volume\";s:2:\"48\";s:8:\"\u0000*\u0000issue\";s:1:\"2\";s:8:\"\u0000*\u0000spage\";s:3:\"589\";s:8:\"\u0000*\u0000epage\";s:3:\"595\";s:8:\"\u0000*\u0000pages\";s:0:\"\";s:7:\"\u0000*\u0000issn\";s:9:\"0021-9002\";s:8:\"\u0000*\u0000eissn\";s:0:\"\";s:9:\"\u0000*\u0000aulast\";s:6:\"POLLAK\";s:10:\"\u0000*\u0000aufirst\";s:5:\"Moshe\";s:9:\"\u0000*\u0000auinit\";s:0:\"\";s:10:\"\u0000*\u0000auinitm\";s:0:\"\";s:5:\"\u0000*\u0000au\";a:1:{i:0;s:24:\"TARTAKOVSKY, Alexander G\";}s:9:\"\u0000*\u0000aucorp\";s:0:\"\";s:7:\"\u0000*\u0000isbn\";s:0:\"\";s:8:\"\u0000*\u0000coden\";s:6:\"JPRBAM\";s:8:\"\u0000*\u0000genre\";s:7:\"article\";s:7:\"\u0000*\u0000part\";s:0:\"\";s:9:\"\u0000*\u0000btitle\";s:0:\"\";s:8:\"\u0000*\u0000title\";s:96:\"ON THE FIRST EXIT TIME OF A NONNEGATIVE MARKOV PROCESS STARTED AT A QUASISTATIONARY DISTRIBUTION\";s:8:\"\u0000*\u0000place\";s:9:\"Sheffield\";s:6:\"\u0000*\u0000pub\";s:25:\"Applied Probability Trust\";s:10:\"\u0000*\u0000edition\";s:0:\"\";s:9:\"\u0000*\u0000tpages\";s:1:\"7\";s:9:\"\u0000*\u0000series\";s:0:\"\";s:8:\"\u0000*\u0000proxy\";s:30:\"http:\/\/proxyout.inist.fr:8080\/\";s:12:\"\u0000*\u0000integrite\";b:1;}"
Panist access
"O:12:\"IstexOpenUrl\":35:{s:10:\"\u0000*\u0000openUrl\";N;s:6:\"\u0000*\u0000fmt\";s:7:\"journal\";s:6:\"\u0000*\u0000doi\";s:22:\"10.1239\/jap\/1308662648\";s:6:\"\u0000*\u0000pii\";s:0:\"\";s:7:\"\u0000*\u0000pmid\";s:0:\"\";s:9:\"\u0000*\u0000atitle\";s:96:\"ON THE FIRST EXIT TIME OF A NONNEGATIVE MARKOV PROCESS STARTED AT A QUASISTATIONARY DISTRIBUTION\";s:9:\"\u0000*\u0000jtitle\";s:30:\"Journal of applied probability\";s:9:\"\u0000*\u0000stitle\";s:15:\"J. appl. probab\";s:7:\"\u0000*\u0000date\";s:4:\"2011\";s:9:\"\u0000*\u0000volume\";s:2:\"48\";s:8:\"\u0000*\u0000issue\";s:1:\"2\";s:8:\"\u0000*\u0000spage\";s:3:\"589\";s:8:\"\u0000*\u0000epage\";s:3:\"595\";s:8:\"\u0000*\u0000pages\";s:0:\"\";s:7:\"\u0000*\u0000issn\";s:9:\"0021-9002\";s:8:\"\u0000*\u0000eissn\";s:0:\"\";s:9:\"\u0000*\u0000aulast\";s:6:\"POLLAK\";s:10:\"\u0000*\u0000aufirst\";s:5:\"Moshe\";s:9:\"\u0000*\u0000auinit\";s:0:\"\";s:10:\"\u0000*\u0000auinitm\";s:0:\"\";s:5:\"\u0000*\u0000au\";a:1:{i:0;s:24:\"TARTAKOVSKY, Alexander G\";}s:9:\"\u0000*\u0000aucorp\";s:0:\"\";s:7:\"\u0000*\u0000isbn\";s:0:\"\";s:8:\"\u0000*\u0000coden\";s:6:\"JPRBAM\";s:8:\"\u0000*\u0000genre\";s:7:\"article\";s:7:\"\u0000*\u0000part\";s:0:\"\";s:9:\"\u0000*\u0000btitle\";s:0:\"\";s:8:\"\u0000*\u0000title\";s:96:\"ON THE FIRST EXIT TIME OF A NONNEGATIVE MARKOV PROCESS STARTED AT A QUASISTATIONARY DISTRIBUTION\";s:8:\"\u0000*\u0000place\";s:9:\"Sheffield\";s:6:\"\u0000*\u0000pub\";s:25:\"Applied Probability Trust\";s:10:\"\u0000*\u0000edition\";s:0:\"\";s:9:\"\u0000*\u0000tpages\";s:1:\"7\";s:9:\"\u0000*\u0000series\";s:0:\"\";s:8:\"\u0000*\u0000proxy\";s:30:\"http:\/\/proxyout.inist.fr:8080\/\";s:12:\"\u0000*\u0000integrite\";b:1;}"
Istex access
"O:16:\"UnpaywallOpenUrl\":35:{s:8:\"\u0000*\u0000email\";s:27:\"assistance-portail@inist.fr\";s:6:\"\u0000*\u0000fmt\";N;s:6:\"\u0000*\u0000doi\";s:22:\"10.1239\/jap\/1308662648\";s:6:\"\u0000*\u0000pii\";N;s:7:\"\u0000*\u0000pmid\";N;s:9:\"\u0000*\u0000atitle\";N;s:9:\"\u0000*\u0000jtitle\";N;s:9:\"\u0000*\u0000stitle\";N;s:7:\"\u0000*\u0000date\";N;s:9:\"\u0000*\u0000volume\";N;s:8:\"\u0000*\u0000issue\";N;s:8:\"\u0000*\u0000spage\";N;s:8:\"\u0000*\u0000epage\";N;s:8:\"\u0000*\u0000pages\";N;s:7:\"\u0000*\u0000issn\";N;s:8:\"\u0000*\u0000eissn\";N;s:9:\"\u0000*\u0000aulast\";N;s:10:\"\u0000*\u0000aufirst\";N;s:9:\"\u0000*\u0000auinit\";N;s:10:\"\u0000*\u0000auinitm\";N;s:5:\"\u0000*\u0000au\";N;s:9:\"\u0000*\u0000aucorp\";N;s:7:\"\u0000*\u0000isbn\";N;s:8:\"\u0000*\u0000coden\";N;s:8:\"\u0000*\u0000genre\";N;s:7:\"\u0000*\u0000part\";N;s:9:\"\u0000*\u0000btitle\";N;s:8:\"\u0000*\u0000title\";N;s:8:\"\u0000*\u0000place\";N;s:6:\"\u0000*\u0000pub\";N;s:10:\"\u0000*\u0000edition\";N;s:9:\"\u0000*\u0000tpages\";N;s:9:\"\u0000*\u0000series\";N;s:8:\"\u0000*\u0000proxy\";s:30:\"http:\/\/proxyout.inist.fr:8080\/\";s:12:\"\u0000*\u0000integrite\";N;}"
Unpaywall access
"O:16:\"EuropePMCOpenUrl\":35:{s:10:\"\u0000*\u0000openUrl\";N;s:6:\"\u0000*\u0000fmt\";s:7:\"journal\";s:6:\"\u0000*\u0000doi\";s:22:\"10.1239\/jap\/1308662648\";s:6:\"\u0000*\u0000pii\";s:0:\"\";s:7:\"\u0000*\u0000pmid\";s:0:\"\";s:9:\"\u0000*\u0000atitle\";s:96:\"ON THE FIRST EXIT TIME OF A NONNEGATIVE MARKOV PROCESS STARTED AT A QUASISTATIONARY DISTRIBUTION\";s:9:\"\u0000*\u0000jtitle\";s:30:\"Journal of applied probability\";s:9:\"\u0000*\u0000stitle\";s:15:\"J. appl. probab\";s:7:\"\u0000*\u0000date\";s:4:\"2011\";s:9:\"\u0000*\u0000volume\";s:2:\"48\";s:8:\"\u0000*\u0000issue\";s:1:\"2\";s:8:\"\u0000*\u0000spage\";s:3:\"589\";s:8:\"\u0000*\u0000epage\";s:3:\"595\";s:8:\"\u0000*\u0000pages\";s:0:\"\";s:7:\"\u0000*\u0000issn\";s:9:\"0021-9002\";s:8:\"\u0000*\u0000eissn\";s:0:\"\";s:9:\"\u0000*\u0000aulast\";s:6:\"POLLAK\";s:10:\"\u0000*\u0000aufirst\";s:5:\"Moshe\";s:9:\"\u0000*\u0000auinit\";s:0:\"\";s:10:\"\u0000*\u0000auinitm\";s:0:\"\";s:5:\"\u0000*\u0000au\";a:1:{i:0;s:24:\"TARTAKOVSKY, Alexander G\";}s:9:\"\u0000*\u0000aucorp\";s:0:\"\";s:7:\"\u0000*\u0000isbn\";s:0:\"\";s:8:\"\u0000*\u0000coden\";s:6:\"JPRBAM\";s:8:\"\u0000*\u0000genre\";s:7:\"article\";s:7:\"\u0000*\u0000part\";s:0:\"\";s:9:\"\u0000*\u0000btitle\";s:0:\"\";s:8:\"\u0000*\u0000title\";s:96:\"ON THE FIRST EXIT TIME OF A NONNEGATIVE MARKOV PROCESS STARTED AT A QUASISTATIONARY DISTRIBUTION\";s:8:\"\u0000*\u0000place\";s:9:\"Sheffield\";s:6:\"\u0000*\u0000pub\";s:25:\"Applied Probability Trust\";s:10:\"\u0000*\u0000edition\";s:0:\"\";s:9:\"\u0000*\u0000tpages\";s:1:\"7\";s:9:\"\u0000*\u0000series\";s:0:\"\";s:8:\"\u0000*\u0000proxy\";s:30:\"http:\/\/proxyout.inist.fr:8080\/\";s:12:\"\u0000*\u0000integrite\";b:1;}"
Europe PubMed Central access
"O:11:\"BaseOpenUrl\":35:{s:10:\"\u0000*\u0000openUrl\";N;s:6:\"\u0000*\u0000fmt\";s:7:\"journal\";s:6:\"\u0000*\u0000doi\";s:22:\"10.1239\/jap\/1308662648\";s:6:\"\u0000*\u0000pii\";s:0:\"\";s:7:\"\u0000*\u0000pmid\";s:0:\"\";s:9:\"\u0000*\u0000atitle\";s:96:\"ON THE FIRST EXIT TIME OF A NONNEGATIVE MARKOV PROCESS STARTED AT A QUASISTATIONARY DISTRIBUTION\";s:9:\"\u0000*\u0000jtitle\";s:30:\"Journal of applied probability\";s:9:\"\u0000*\u0000stitle\";s:15:\"J. appl. probab\";s:7:\"\u0000*\u0000date\";s:4:\"2011\";s:9:\"\u0000*\u0000volume\";s:2:\"48\";s:8:\"\u0000*\u0000issue\";s:1:\"2\";s:8:\"\u0000*\u0000spage\";s:3:\"589\";s:8:\"\u0000*\u0000epage\";s:3:\"595\";s:8:\"\u0000*\u0000pages\";s:0:\"\";s:7:\"\u0000*\u0000issn\";s:9:\"0021-9002\";s:8:\"\u0000*\u0000eissn\";s:0:\"\";s:9:\"\u0000*\u0000aulast\";s:6:\"POLLAK\";s:10:\"\u0000*\u0000aufirst\";s:5:\"Moshe\";s:9:\"\u0000*\u0000auinit\";s:0:\"\";s:10:\"\u0000*\u0000auinitm\";s:0:\"\";s:5:\"\u0000*\u0000au\";a:1:{i:0;s:24:\"TARTAKOVSKY, Alexander G\";}s:9:\"\u0000*\u0000aucorp\";s:0:\"\";s:7:\"\u0000*\u0000isbn\";s:0:\"\";s:8:\"\u0000*\u0000coden\";s:6:\"JPRBAM\";s:8:\"\u0000*\u0000genre\";s:7:\"article\";s:7:\"\u0000*\u0000part\";s:0:\"\";s:9:\"\u0000*\u0000btitle\";s:0:\"\";s:8:\"\u0000*\u0000title\";s:96:\"ON THE FIRST EXIT TIME OF A NONNEGATIVE MARKOV PROCESS STARTED AT A QUASISTATIONARY DISTRIBUTION\";s:8:\"\u0000*\u0000place\";s:9:\"Sheffield\";s:6:\"\u0000*\u0000pub\";s:25:\"Applied Probability Trust\";s:10:\"\u0000*\u0000edition\";s:0:\"\";s:9:\"\u0000*\u0000tpages\";s:1:\"7\";s:9:\"\u0000*\u0000series\";s:0:\"\";s:8:\"\u0000*\u0000proxy\";s:30:\"http:\/\/proxyout.inist.fr:8080\/\";s:12:\"\u0000*\u0000integrite\";b:1;}"
Base Search access
"O:12:\"ArXivOpenUrl\":35:{s:10:\"\u0000*\u0000openUrl\";N;s:6:\"\u0000*\u0000fmt\";s:7:\"journal\";s:6:\"\u0000*\u0000doi\";s:22:\"10.1239\/jap\/1308662648\";s:6:\"\u0000*\u0000pii\";s:0:\"\";s:7:\"\u0000*\u0000pmid\";s:0:\"\";s:9:\"\u0000*\u0000atitle\";s:96:\"ON THE FIRST EXIT TIME OF A NONNEGATIVE MARKOV PROCESS STARTED AT A QUASISTATIONARY DISTRIBUTION\";s:9:\"\u0000*\u0000jtitle\";s:30:\"Journal of applied probability\";s:9:\"\u0000*\u0000stitle\";s:15:\"J. appl. probab\";s:7:\"\u0000*\u0000date\";s:4:\"2011\";s:9:\"\u0000*\u0000volume\";s:2:\"48\";s:8:\"\u0000*\u0000issue\";s:1:\"2\";s:8:\"\u0000*\u0000spage\";s:3:\"589\";s:8:\"\u0000*\u0000epage\";s:3:\"595\";s:8:\"\u0000*\u0000pages\";s:0:\"\";s:7:\"\u0000*\u0000issn\";s:9:\"0021-9002\";s:8:\"\u0000*\u0000eissn\";s:0:\"\";s:9:\"\u0000*\u0000aulast\";s:6:\"POLLAK\";s:10:\"\u0000*\u0000aufirst\";s:5:\"Moshe\";s:9:\"\u0000*\u0000auinit\";s:0:\"\";s:10:\"\u0000*\u0000auinitm\";s:0:\"\";s:5:\"\u0000*\u0000au\";a:1:{i:0;s:24:\"TARTAKOVSKY, Alexander G\";}s:9:\"\u0000*\u0000aucorp\";s:0:\"\";s:7:\"\u0000*\u0000isbn\";s:0:\"\";s:8:\"\u0000*\u0000coden\";s:6:\"JPRBAM\";s:8:\"\u0000*\u0000genre\";s:7:\"article\";s:7:\"\u0000*\u0000part\";s:0:\"\";s:9:\"\u0000*\u0000btitle\";s:0:\"\";s:8:\"\u0000*\u0000title\";s:96:\"ON THE FIRST EXIT TIME OF A NONNEGATIVE MARKOV PROCESS STARTED AT A QUASISTATIONARY DISTRIBUTION\";s:8:\"\u0000*\u0000place\";s:9:\"Sheffield\";s:6:\"\u0000*\u0000pub\";s:25:\"Applied Probability Trust\";s:10:\"\u0000*\u0000edition\";s:0:\"\";s:9:\"\u0000*\u0000tpages\";s:1:\"7\";s:9:\"\u0000*\u0000series\";s:0:\"\";s:8:\"\u0000*\u0000proxy\";s:30:\"http:\/\/proxyout.inist.fr:8080\/\";s:12:\"\u0000*\u0000integrite\";b:1;}"
arXiv access
