Exponential Moments for Hitting Times of Uniformly Ergodic Markov Processes

• 1 August 1983
• journal article
• Published by Institute of Mathematical Statistics in The Annals of Probability
• Vol. 11  (3) , 648-655
• https://doi.org/10.1214/aop/1176993509

Abstract

Keywords

• INVARIANT MEASURE
• HITTING TIME
• MOMENT GENERATING FUNCTION
• MARKOV PROCESS