Asymptotics for the First Passage Times of Lévy Processes and Random Walks.

Denis Denisov Vsevolod Shneer

Published in: J. Appl. Probab. (2013)

Keyphrases

random walk
markov chain
stationary distribution
transition probabilities
directed graph
flow graph
steady state
transition probability matrix
link prediction
markov random walk
machine learning
dynamic programming
sufficient conditions
proximity measures