Reproduction of initial distributions from the first hitting time distribution for birth-and-death processes

DOI10.3150/23-bej1619arXiv2203.12260OpenAlexW4391458256WikidataQ128886561 ScholiaQ128886561MaRDI QIDQ6120822

Kouji Yano, Kosuke Yamato

Publication date: 26 March 2024

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2203.12260

zbMATH Keywords

first hitting timebirth-and-death processes

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Diffusion processes (60J60) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Continuous-time Markov processes on discrete state spaces (60J27)

Cites Work

• On times to quasi-stationarity for birth and death processes
• Excursion measure away from an exit boundary of one-dimensional diffusion processes
• Continuous-time Markov chains. An applications-oriented approach
• Elementary Solutions for Certain Parabolic Partial Differential Equations
• The Differential Equations of Birth-and-Death Processes, and the Stieltjes Moment Problem
• h TRANSFORM OF ONE-DIMENSIONAL GENERALIZED DIFFUSION OPERATORS
• A unifying approach to non-minimal quasi-stationary distributions for one-dimensional diffusions
• Bernstein functions. Theory and applications
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