On hitting times and fastest strong stationary times for skip-free and more general chains
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Publication:842402
DOI10.1007/s10959-009-0233-7zbMath1173.60337arXiv0708.4258OpenAlexW2020507717MaRDI QIDQ842402
Publication date: 25 September 2009
Published in: Journal of Theoretical Probability (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/0708.4258
Markov chainsEigenvaluesAbsorption timeBirth-and-death chainsFastest strong stationary timesPassage timeSkip-free chainsStochastic monotonicityStrong stationary duality
Continuous-time Markov processes on general state spaces (60J25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stopping times; optimal stopping problems; gambling theory (60G40) Transition functions, generators and resolvents (60J35)
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