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

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dc.creatorDi Crescenzo, Antonio
dc.creatorNastro, Annapatrizia
dc.date2004-03-08
dc.date.accessioned2026-07-07T05:06:12Z
dc.date.available2026-07-07T05:06:12Z
dc.descriptionThe 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.
dc.description10 pages; 1 figure
dc.identifierhttps://arxiv.org/abs/math/0403133
dc.identifierhttp://arxiv.org/abs/math/0403133
dc.identifier.urihttp://salesiana.dossiersoluciones.com/handle/123456789/70388
dc.subjectProbability
dc.subject60J27; 60J35
dc.titleOn First-Passage-Time Densities for Certain Symmetric Markov Chains
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