HITTING TIME DISTRIBUTIONS FOR BIRTH–DEATH PROCESSES WITH BILATERAL ABSORBING BOUNDARIES. Issue 3 (13th September 2016)

• Record Type: Journal Article
• Authors: Mao, Yong-Hua; Zhang, Chi
• Is Part Of: Probability in the engineering and informational sciences. Volume 31:Issue 3(2017)
• Page Start: 345
• Page End: 356
• Publication Date: 2016-09-13
• Subjects: stochastic modelling; Probabilities -- Periodicals; Engineering -- Statistical methods -- Periodicals; Information science -- Statistical methods -- Periodicals; 519.202462
• DOI: 10.1017/S0269964816000280
• Languages: English
• ISSNs: 0269-9648

Abstract

Abstract : For the birth–death process on a finite state space with bilateral boundaries, we give a simpler derivation of the hitting time distributions by h -transform and φ-transform. These transforms can then be used to construct a quick derivation of the hitting time distributions of the minimal birth–death process on a denumerable state space with exit/regular boundaries.