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Projection of a Point onto a Convex Set via Charged Balls Method Read chapter Read first chapter

2022 | OriginalPaper | Chapter

On the Expected Extinction Time for the Adjoint Circuit Chains Associated with a Random Walk with Jumps in Random Environments

Author : Chrysoula Ganatsiou

Published in: High-Dimensional Optimization and Probability

Publisher: Springer International Publishing

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Abstract

We study appropriate expressions of the expected extinction time for the “adjoint” Markov chains describing uniquely a nonhomogeneous random walk with jumps (with step − 1 or + 1 or in the same position having a right elastic barrier at 0) through their unique representations by directed circuits and weights (circuit chains) in random environments.

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previous chapter Codifferentials and Quasidifferentials of the Expectation of Nonsmooth Random Integrands and Two-Stage Stochastic Programming
next chapter A Statistical Learning Theory Approach for the Analysis of the Trade-off Between Sample Size and Precision in Truncated Ordinary Least Squares
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Metadata
Title
On the Expected Extinction Time for the Adjoint Circuit Chains Associated with a Random Walk with Jumps in Random Environments
Author
Chrysoula Ganatsiou
Copyright Year
2022
Book
High-Dimensional Optimization and Probability

Print ISBN: 978-3-031-00831-3

Electronic ISBN: 978-3-031-00832-0

Copyright Year: 2022

DOI
https://doi.org/10.1007/978-3-031-00832-0_6