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Computable bounds of exponential moments of simultaneous hitting time for two time-inhomogeneous atomic Markov chains. (English) Zbl 07819610

Malyarenko, Anatoliy (ed.) et al., Stochastic processes, statistical methods, and engineering mathematics. SPAS 2019, Västerås, Sweden, September 30 – October 2, 2019. Cham: Springer. Springer Proc. Math. Stat. 408, 97-119 (2022).
MSC:  60J10 60J20
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