Pitman's \(2M-X\) theorem for skip-free random walks with Markovian increments

DOI10.1214/ECP.V6-1036zbMath0985.60070OpenAlexW2074510246MaRDI QIDQ5947987

James B. Martin, Neil O'Connell, Benjamin M. Hambly

Publication date: 7 January 2002

Published in: Electronic Communications in Probability (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/121812

zbMATH Keywords

queuequasireversibilityBurke's theoremPitman's representationtelegrapher's equationthree-dimensional Bessel process

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Probabilistic potential theory (60J45) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (6)

Discrete integrable systems and Pitman's transformation ⋮ Soliton Decomposition of the Box-Ball System ⋮ Invariant measures for the box-ball system based on stationary Markov chains and periodic Gibbs measures ⋮ Queues, stores, and tableaux ⋮ Bi-infinite solutions for KdV- and Toda-type discrete integrable systems based on path encodings ⋮ Dynamics of the Box-Ball System with Random Initial Conditions via Pitman’s Transformation

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