On first passage time structure of random walks

DOI10.1016/0304-4149(85)90021-3MaRDI QIDQ1063939zbMATH OpenOpenAlexWikidataFDO

Authors Ushio Sumita, Yasushi Masuda

Publication date 1985

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(85)90021-3

zbMATH Keywords

birth-death processesfirst passage timesexponential random variablesconditional first passage timesstrong unimodality

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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Cites work

• scientific article; zbMATH DE number 3348831 (Why is no real title available?)
• scientific article; zbMATH DE number 3349081 (Why is no real title available?)
• An application of orthogonal polynomials to random walks
• Another look at independence of hitting place and time for the simple random walk
• Coincidence probabilities
• Conditional Expectation of the Duration in the Classical Ruin Problem
• First Passage and Recurrence Distributions
• Log-concavity and log-convexity in passage time densities of diffusion and birth-death processes
• Markov chain models - rarity and exponentiality
• On conditional passage time structure of birth-death processes
• On the unimodality of passage time densities in birth-death processes
• Random walks
• Some Results for Discrete Unimodality
• The Classical Ruin Problem with Equal Initial Fortunes
• The Classification of Birth and Death Processes
• The Differential Equations of Birth-and-Death Processes, and the Stieltjes Moment Problem
• Total Positivity, Absorption Probabilities and Applications
• Uniform stochastic ordering and related inequalities
• Unimodality of passage times for one-dimensional strong Markov processes

Cited in

(27)

• From first-passage times of random walks in confinement to geometry-controlled kinetics
• Exponential moments of first passage times and related quantities for random walks
• First-Passage Times over Moving Boundaries for Asymptotically Stable Walks
• First passage times for correlated random walks and some generalizations
• Computing lower and upper expected first-passage and return times in imprecise birth-death chains
• First-passage time asymptotics over moving boundaries for random walk bridges
• First passage time distribution in random walks with absorbing boundaries
• The passage time distribution for a birth-and-death chain: Strong stationary duality gives a first stochastic proof
• Mean and variance of first passage time of non-homogeneous random walk
• Diffusion of a set of random walkers in Euclidean media. First passage times
• First-passage times for random walks in the triangular array setting
• scientific article; zbMATH DE number 4018087 (Why is no real title available?)
• scientific article; zbMATH DE number 4044897 (Why is no real title available?)
• First-passage times and related moments for continuous-time birth-death chains
• First passage time distribution for linear functions of a random walk
• Limit distribution of the first passage time of a regenerating random walk with reflection
• Random Processes
• On conditional passage time structure of birth-death processes
• A characterization of first passage time distributions for random walks
• Analysis of random walks using orthogonal polynomials
• First passage times of birth-death processes and simple random walks
• Kemeny's constant and global mean first passage time of random walks on octagonal cell network
• Characterization of the class of upward first passage time distributions of birth and death processes and related results
• scientific article; zbMATH DE number 3879859 (Why is no real title available?)
• Stochastic models in seed dispersals: random walks and birth-death processes
• First-passage exponents of multiple random walks
• Autoregressive processes and first-hit probabilities for randomized random walks

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