The passage time distribution for a birth-and-death chain: Strong stationary duality gives a first stochastic proof

DOI10.1007/s10959-009-0235-5zbMath1178.60054arXiv0707.4042OpenAlexW2108873469MaRDI QIDQ842404

James Allen Fill

Publication date: 25 September 2009

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

Full work available at URL: https://arxiv.org/abs/0707.4042

zbMATH Keywords

Ray-Knight theorempassage timecontinuous-time birth-and-death chain

Mathematics Subject Classification ID

Continuous-time Markov processes on general state spaces (60J25) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Transition functions, generators and resolvents (60J35)

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