A duality relation for entrance and exit laws for Markov processes

DOI10.1016/0304-4149(84)90015-2zbMath0523.60068OpenAlexW2049714758MaRDI QIDQ1056466

J. Theodore Cox, Uwe Roesler

Publication date: 1984

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(84)90015-2

zbMATH Keywords

hitting timesdual processesbirth-death processesentrance lawsexit laws

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Diffusion processes (60J60) Boundary theory for Markov processes (60J50)

Related Items (16)

SIEGMUND DUALITY FOR MARKOV CHAINS ON PARTIALLY ORDERED STATE SPACES ⋮ Continuous-state branching processes with competition: duality and reflection at infinity ⋮ Asymptotic behaviour of ancestral lineages in subcritical continuous-state branching populations ⋮ Systems of independent Markov chains ⋮ Generalized gambler's ruin problem: explicit formulas via Siegmund duality ⋮ Pathwise duals of monotone and additive Markov processes ⋮ Speed of stability for birth-death processes ⋮ Lines of descent in a Moran model with frequency-dependent selection and mutation ⋮ On the boundary classification of \(\Lambda\)-Wright-Fisher processes with frequency-dependent selection ⋮ Continuous-state branching processes with collisions: first passage times and duality ⋮ Interlacing Diffusions ⋮ On the notion(s) of duality for Markov processes ⋮ Random surface growth and Karlin-McGregor polynomials ⋮ On the Generalized Drift Skorokhod Problem in One Dimension ⋮ Stochastic Duality of Markov Processes: A Study Via Generators ⋮ The invariant measure of PushASEP with a wall and point-to-line last passage percolation

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