First-passage time asymptotics over moving boundaries for random walk bridges.

Fiona Sloothaak Vitali Wachtel Bert Zwart

Published in: J. Appl. Probab. (2018)

Keyphrases

random walk
markov chain
stationary distribution
directed graph
sufficient conditions
steady state
transition probability matrix
link prediction
transition probabilities
web graph
spectral methods
machine learning
state space
random walker
multi db