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

DOI10.1023/A:1022660400024zbMATH Open0894.60076OpenAlexW1559907609MaRDI QIDQ1368993FDOQ1368993

William J. Studden, James Allen Fill, 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

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zbMATH Keywords

random walkcontinued fractiondualitybirth and death chaincanonical moments

Mathematics Subject Classification ID

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

Cited In (14)

• On new mechanisms leading to heavy-tailed distributions related to the ones of Yule-Simon
• A symmetry property for a class of random walks in stationary random environments on \(\mathbb Z\)
• Generalized gambler's ruin problem: explicit formulas via Siegmund duality
• Random walk with long-range interaction with a barrier and its dual: exact results
• Excursions of diffusion processes and continued fractions
• Duality relations between spatial birth–death processes and diffusions in Hilbert space
• Lines of descent in a Moran model with frequency-dependent selection and mutation
• ON AN EQUIVALENCE BETWEEN LOSS RATES AND CYCLE MAXIMA IN QUEUES AND DAMS
• Wetting transitions for a random line in long-range potential
• SIEGMUND DUALITY FOR MARKOV CHAINS ON PARTIALLY ORDERED STATE SPACES
• Cutpoints of (1,2) and (2,1) random walks on the lattice of positive half line
• On the notion(s) of duality for Markov processes
• Quenched, annealed and functional large deviations for one-dimensional random walk in random environment
• Chance mechanisms involving Sibuya distribution and its relatives

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