Some sufficient conditions for stochastic comparisons between hitting times for skip-free Markov chains
From MaRDI portal
Publication:2404176
DOI10.1007/s11009-016-9486-7zbMath1370.60030OpenAlexW2277095798MaRDI QIDQ2404176
Emilio De Santis, Fabio L. Spizzichino
Publication date: 18 September 2017
Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11009-016-9486-7
Inequalities; stochastic orderings (60E15) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)
Related Items
Taboo rate and hitting time distribution of continuous-time reversible Markov chains, Construction of aggregation paradoxes through load-sharing models, Usual and stochastic tail orders between hitting times for two Markov chains, Stochastic precedence and minima among dependent variables
Cites Work
- Unnamed Item
- Unnamed Item
- Hitting time distribution for skip-free Markov chains: a simple proof
- First occurrence of a word among the elements of a finite dictionary in random sequences of letters
- On hitting times and fastest strong stationary times for skip-free and more general chains
- On times to quasi-stationarity for birth and death processes
- Comparison of level-crossing times for Markov and semi-Markov processes
- Comparing first-passage times for semi-Markov skip-free processes
- A martingale approach to the study of occurrence of sequence patterns in repeated experiments
- On fair coin-tossing games
- Stochastic ordering and dependence in applied probability
- Explicit distributional results in pattern formation
- The detection of words and an ordering for Markov chains
- On the stochastic ordering of waiting times for patterns in sequences of random digits
- How many random digits are required until given sequences are obtained?
- Markov Chains
- Exact distribution of word occurrences in a random sequence of letters
- Distribution Theory of Runs: A Markov Chain Approach
- Level-crossing ordering of semi-Markov processes and markov chains