Wall and Siegmund duality relations for birth and death chains with reflecting barrier

DOI10.1023/A:1022660400024zbMath0894.60076OpenAlexW1559907609MaRDI QIDQ1368993

William J. Studden, James Allen Fill, Dette, Holger, Jim W. Pitman

Publication date: 7 October 1997

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1022660400024

zbMATH Keywords

dualityrandom walkcontinued fractionbirth and death chaincanonical moments

Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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