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

random walkcontinued fractiondualitybirth and death chaincanonical moments

Mathematics Subject Classification ID

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

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Cited in

(14)

• A symmetry property for a class of random walks in stationary random environments on \(\mathbb Z\)
• ON AN EQUIVALENCE BETWEEN LOSS RATES AND CYCLE MAXIMA IN QUEUES AND DAMS
• Cutpoints of (1,2) and (2,1) random walks on the lattice of positive half line
• Duality relations between spatial birth–death processes and diffusions in Hilbert space
• On new mechanisms leading to heavy-tailed distributions related to the ones of Yule-Simon
• Wetting transitions for a random line in long-range potential
• Generalized gambler's ruin problem: explicit formulas via Siegmund duality
• Excursions of diffusion processes and continued fractions
• Siegmund duality for Markov chains on partially ordered state spaces
• On the notion(s) of duality for Markov processes
• Random walk with long-range interaction with a barrier and its dual: exact results
• Lines of descent in a Moran model with frequency-dependent selection and mutation
• 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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