On First-Passage-Time Densities for Certain Symmetric Markov Chains
Probability
2007-05-23 v1
Abstract
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.
Cite
@article{arxiv.math/0403133,
title = {On First-Passage-Time Densities for Certain Symmetric Markov Chains},
author = {Antonio Di Crescenzo and Annapatrizia Nastro},
journal= {arXiv preprint arXiv:math/0403133},
year = {2007}
}
Comments
10 pages; 1 figure