The equivalence of absorbing and reflecting barrier problems for stochastically monotone Markov processes

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(60)

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Fluctuations analysis of finite discrete birth and death chains with emphasis on Moran models with mutations
A lower confidence bound for the change point after a sequential CUSUM test
Coalescences in continuous-state branching processes
Applications of Feller-Reuter-Riley transition functions
Queues and risk models with simultaneous arrivals
Convergence rates and limit theorems for the dual Markov branching process
Criteria for Feller transition functions
General selection models: Bernstein duality and minimal ancestral structures
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Analysis of non-reversible Markov chains via similarity orbits
Examples for the Theory of Strong Stationary Duality with Countable State Spaces
Local Time Asymptotics for Centered Lévy Processes with Two-Sided Reflection
ON AN EQUIVALENCE BETWEEN LOSS RATES AND CYCLE MAXIMA IN QUEUES AND DAMS
Reflection between two conjugate diffusions
Lévy processes with two-sided reflection
Duality and intertwining for discrete Markov kernels: relations and examples
The Relaxation time for truncated birth-death processes
Strongly monotone \(q\)-functions and a note on strong ergodicity of monotone \(q\)-functions
Random surface growth and Karlin-McGregor polynomials
Dual and Feller-Reuter-Riley transition functions
Rank-dependent Galton-Watson processes and their pathwise duals
A multidimensional ruin problem and an associated notion of duality
Duality relations between spatial birth–death processes and diffusions in Hilbert space
The Limit Behavior of Dual Markov Branching Processes
Interlacing diffusions
Finite-time implications of relaxation times for stochastically monotone processes
Generalized gambler's ruin problem: explicit formulas via Siegmund duality
A duality relation for entrance and exit laws for Markov processes
Stochastic comparability and dual \(Q\)-functions
Monotone infinite stochastic matrices and their augmented truncations
Risk and duality in multidimensions
Monotone Stochastic Recursions and their Duals
A sufficient condition for continuous-time finite skip-free Markov chains to have real eigenvalues
Exponential convergence rate of ruin probabilities for level-dependent Lévy-driven risk processes
Siegmund duality for continuous time Markov chains on \(\mathbb{Z}_+^d\)
Stochastic duality of Markov processes: A study via generators
Duality and Asymptotics for a Class of Nonneutral Discrete Moran Models
Siegmund duality for Markov chains on partially ordered state spaces
scientific article; zbMATH DE number 7470633 (Why is no real title available?)
On Mittag-Leffler distributions and related stochastic processes
Skip-free Markov chains
On the notion(s) of duality for Markov processes
On Möbius duality and coarse-graining
A Note on Negative Customers, GI/G/1 Workload, and Risk Processes
On supercritical branching processes with emigration
Pathwise duals of monotone and additive Markov processes
The exponential-dual matrix method: Applications to Markov chain analysis
Lines of descent in a Moran model with frequency-dependent selection and mutation
Determinantal structures in space-inhomogeneous dynamics on interlacing arrays
Asymptotic behaviour of ancestral lineages in subcritical continuous-state branching populations
Loss Rate Asymptotics in aGI/G/1 Queue with Finite Buffer
Some remarks on the duality of continuous time markov chains
Strong stationary duality for continuous-time Markov chains. I: Theory
A restaurant process with cocktail bar and relations to the three-parameter Mittag-Leffler distribution
Scaling limits for the block counting process and the fixation line for a class of \(\Lambda\)-coalescents
Scaling limits for a class of regular \(\Xi\)-coalescents

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