A note on the passage time of finite-state Markov chains

DOI10.1080/03610926.2014.995825zbMath1381.60104arXiv1302.5987OpenAlexW2244732265MaRDI QIDQ2980075

Wenming Hong, Ke Zhou

Publication date: 27 April 2017

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1302.5987

zbMATH Keywords

Laplace transformseigenvaluesMarkov chainstationary distributionpassage timegeneration functionsabsorbing time

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Continuous-time Markov processes on discrete state spaces (60J27) Transition functions, generators and resolvents (60J35)

Related Items (1)

Taboo rate and hitting time distribution of continuous-time reversible Markov chains

Cites Work

• Hitting time distribution for skip-free Markov chains: a simple proof
• Hitting times and interlacing eigenvalues: a stochastic approach using intertwinings
• Strong stationary times via a new form of duality
• Coincidence properties of birth and death processes
• On hitting times and fastest strong stationary times for skip-free and more general chains
• On times to quasi-stationarity for birth and death processes
• The passage time distribution for a birth-and-death chain: Strong stationary duality gives a first stochastic proof
• Hitting time distributions for denumerable birth and death processes
• Interlacing Eigenvalues in Time Reversible Markov Chains
• Identifying Coefficients in the Spectral Representation for First Passage Time Distributions
• Matrix Analysis
• 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

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