Finiteness of hitting times under taboo

DOI10.1016/J.SPL.2013.10.016MaRDI QIDQ2446697zbMATH OpenOpenAlexFDO

Authors E. V. Bulinskaya

Publication date 17 April 2014

Published in Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1310.7108

zbMATH Keywords

catalytic branching processhitting timeMarkov chaintaboo probabilities

Mathematics Subject Classification ID

Stopping times; optimal stopping problems; gambling theory (60G40) Continuous-time Markov processes on discrete state spaces (60J27)

Abstract: We consider a continuous-time Markov chain with a finite or countable state space. For a site y and subset H of the state space, the hitting time of y under taboo H is defined to be infinite if the process trajectory hits H before y, and the first hitting time of y otherwise. We investigate the probability that such times are finite. In particular, if the taboo set is finite, an efficient iterative scheme reduces the study to the known case of a singleton taboo. A similar procedure applies in the case of finite complement of the taboo set. The study is motivated by classification of branching processes with finitely many catalysts. Keywords and phrases: Markov chain, hitting time, taboo probabilities, catalytic branching process.

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Cited in

(11)

• Spread of a catalytic branching random walk on a multidimensional lattice
• First hitting time of a high level by a catalytic branching walk
• On the maximal displacement of catalytic branching random walk
• Maximum of catalytic branching random walk with regularly varying tails
• Strong and weak convergence of the population size in a supercritical catalytic branching process
• Taboo probability of discrete Markov chain in random enviroment
• Complete classification of catalytic branching processes
• Catalytic branching random walk with semi-exponential increments
• Fluctuations of the propagation front of a catalytic branching walk
• Population density inside the propagation front of a catalytic branching random walk
• Taboo rate and hitting time distribution of continuous-time reversible Markov chains

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