2 papers
math.PR2026
Relation between Hitting Times and Probabilities for Imprecise Markov Chains
Marco Sangalli, Erik Quaeghebeur, Thomas Krak
In the present paper, we investigate the relationship between hitting times and hitting probabilities in discrete-time imprecise Markov chains (IMCs). We define lower and upper hit…
math.PR2026
Lower and Upper Expected Hitting Times for Weighted Imprecise Markov Chains
Marco Sangalli, Thomas Krak
In this paper, we extend hitting times for imprecise Markov chains to the framework of weighted imprecise Markov chains (WIMCs), in which each transition is associated with a stric…