On passage and conditional passage times for Markov chains in continuous time

DOI10.2307/3214436zbMath0648.60078OpenAlexW2321337275MaRDI QIDQ3793462

Masaaki Kijima

Publication date: 1988

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3214436

zbMATH Keywords

first passage timeunimodalconditional first passage timereversed Markov chains

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)

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