A characterization of first passage time distributions for random walks

DOI10.1016/0304-4149(91)90033-9zbMath0742.60066OpenAlexW2041044715MaRDI QIDQ1180175

Lennart Bondesson

Publication date: 27 June 1992

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

Full work available at URL: https://doi.org/10.1016/0304-4149(91)90033-9

zbMATH Keywords

birth and death processesfirst passage timerandom walk on the integer latticeconvolution of geometric distributions

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50)

Related Items (1)

Some characterizations for Markov processes at first passage

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• On first passage time structure of random walks
• First passage times of birth-death processes and simple random walks
• Characterization of the class of upward first passage time distributions of birth and death processes and related results
• Markov chain models - rarity and exponentiality
• On the unimodality of passage time densities in birth-death processes
• Correction and addendum to classes of infinitely divisible distributions and densities
• An eigenvalue decomposition for first hitting times in random walks
• Log-concavity and log-convexity in passage time densities of diffusion and birth-death processes

This page was built for publication: A characterization of first passage time distributions for random walks