Unimodality of passage times for one-dimensional strong Markov processes

DOI10.1214/aop/1176994672zbMath0446.60025OpenAlexW2094894574MaRDI QIDQ1145940

Uwe Roesler

Publication date: 1980

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176994672

zbMATH Keywords

diffusionvariation diminishing propertyunimodalitybirth-death processes

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items

First passage times of birth-death processes and simple random walks, Unimodality of Hitting Times for Stable Processes, Diffusion hitting times and the bell-shape, Moments and tails of hitting times of Bessel processes and convolutions of elementary mixtures of exponential distributions, Modelling and inference for epidemic models featuring non-linear infection pressure, Hitting law asymptotics for a fluctuating Brownian functional, Hitting densities for spectrally positive stable processes, On the asymptotic behaviour of solutions of stochastic differential equations, Spectral theory for one-dimensional (non-symmetric) stable processes killed upon hitting the origin, Classes of infinitely divisible distributions and densities, On Zeros of a System of Polynomials and Application to Sojourn Time Distributions of Birth-and-Death Processes, On first passage time structure of random walks