Hitting time distribution for skip-free Markov chains: a simple proof

DOI10.1016/j.spl.2013.04.008zbMath1285.60075arXiv1301.7180OpenAlexW2078457569MaRDI QIDQ383965

Ke Zhou

Publication date: 6 December 2013

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

Full work available at URL: https://arxiv.org/abs/1301.7180

zbMATH Keywords

random walkhitting timerecurrence equationbirth and death chainskip-free

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27) Transition functions, generators and resolvents (60J35)

Related Items

Taboo rate and hitting time distribution of continuous-time reversible Markov chains, Some sufficient conditions for stochastic comparisons between hitting times for skip-free Markov chains, A note on the passage time of finite-state Markov chains, Usual and stochastic tail orders between hitting times for two Markov chains

Cites Work

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• Markov chain models - rarity and exponentiality
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• Identifying Coefficients in the Spectral Representation for First Passage Time Distributions
• An eigenvalue decomposition for first hitting times in random walks
• Log-concavity and log-convexity in passage time densities of diffusion and birth-death processes