On First-Passage-Time Densities for Certain Symmetric Markov Chains

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The spatial symmetry property of truncated birth-death processes studied in Di Crescenzo [6] is extended to a wider family of continuous-time Markov chains. We show that it yields simple expressions for first-passage-time densities and avoiding transition probabilities, and apply it to a bilateral birth-death process with jumps. It is finally proved that this symmetry property is preserved within the family of strongly similar Markov chains.
10 pages; 1 figure

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Probability, 60J27; 60J35

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http://salesiana.dossiersoluciones.com/handle/123456789/70388

Consulte el texto completo en el siguiente enlace:

https://arxiv.org/abs/math/0403133
 http://arxiv.org/abs/math/0403133

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arXiv