Identifying Coefficients in the Spectral Representation for First Passage Time Distributions

DOI10.1017/S0269964800000309MaRDI QIDQ3415831zbMATH OpenFDO

Authors Mark Brown, Yi-Shi Shao

Publication date 19 January 2007

Published in Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/S0269964800000309

Mathematics Subject Classification ID

Point processes (e.g., Poisson, Cox, Hawkes processes) (60G55) Continuous-time Markov processes on discrete state spaces (60J27)

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Cites work

• Asymptotic methods in reliability theory: a review
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• scientific article; zbMATH DE number 3532286 (Why is no real title available?)
• Markov chain models - rarity and exponentiality

Cited in

(20)

• Commutation relations and Markov chains
• Simple spectral representations for the M/M/1 queue
• Hitting time distributions for denumerable birth and death processes
• Large deviation behavior for the longest head run in an IID Bernoulli sequence
• Spectral computations for birth and death chains
• A note on the passage time of finite-state Markov chains
• SOME RESULTS FOR SKIP-FREE RANDOM WALK
• Inequalities for linear combinations of gamma random variables
• Strong stationary duality for Möbius monotone Markov chains
• Hitting time distribution for skip-free Markov chains: a simple proof
• The cutoff phenomenon for Ehrenfest chains
• Hitting times and interlacing eigenvalues: a stochastic approach using intertwinings
• Comparison of cutoffs between lazy walks and Markovian semigroups
• Cutoff for the averaging process on the hypercube and complete bipartite graphs
• Flows of rare events for regularly perturbed semi-Markov processes
• Taboo rate and hitting time distribution of continuous-time reversible Markov chains
• On hitting times and fastest strong stationary times for skip-free and more general chains
• The passage time distribution for a birth-and-death chain: Strong stationary duality gives a first stochastic proof
• First passage of time-reversible spectrally negative Markov additive processes
• Separation cut-offs for birth and death chains

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