An eigenvalue decomposition for first hitting times in random walks

DOI10.1007/BF00534178zbMath0494.60066OpenAlexW1986564263MaRDI QIDQ3957736

John T. Kent, Nicholas Tibor Longford

Publication date: 1983

Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00534178

zbMATH Keywords

infinitely divisible distributionsprobability generating functionsfirst hitting timessubmatricesBondesson classeigenvalues of probability transition

Mathematics Subject Classification ID

Infinitely divisible distributions; stable distributions (60E07) Sums of independent random variables; random walks (60G50) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (5)

Hitting time distribution for skip-free Markov chains: a simple proof ⋮ A note on the passage time of finite-state Markov chains ⋮ A characterization of first passage time distributions for random walks ⋮ Skip-free Markov chains ⋮ Analysis of random walks using orthogonal polynomials

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