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

DOI10.1023/A:1022660400024MaRDI QIDQ1368993zbMATH OpenOpenAlexFDO

Authors James Allen Fill, William J. Studden, Holger Dette, Jim 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

birth and death chaincanonical momentscontinued fractiondualityrandom walk

Mathematics Subject Classification ID

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

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