155 citations · 578 across the 27 of their papers we have counts for
Showing math.PRShow all
2 papers · 1 filter
math.PR2010★ 2 cited
On the Expectation of the First Exit Time of a Nonnegative Markov Process Started at a Quasistationary Distribution
Moshe Pollak, Alexander Tartakovsky
Let {M_n}_{n\ge 0}$ be a nonnegative Markov process with stationary transition probabilities. The quasistationary distributions referred to in this note are of the form Q_A(x) = li…
math.PR2006
Asymptotic Exponentiality of the Distribution of First Exit Times for a Class of Markov Processes with Applications to Quickest Change Detection
Moshe Pollak, Alexander G. Tartakovsky
We consider the first exit time of a nonnegative Harris-recurrent Markov process from the interval as . We provide an alternative method of proof of asymptotic…