First passage times of birth-death processes and simple random walks

研究成果: Article査読

6 被引用数 (Scopus)

抄録

It is known that the first passage time of a birth death process from n to n+1 has a completely monotone density, however, the discrete analogue for a simple random walk does not hold. In this paper, first passage times of simple random walks from n to n+1 and from 0 to n are characterized. This discrepancy between the first passage time structures of birth-death process and simple random walks is also analyzed.

本文言語English
ページ(範囲)51-63
ページ数13
ジャーナルStochastic Processes and their Applications
29
1
DOI
出版ステータスPublished - 1988
外部発表はい

ASJC Scopus subject areas

  • 統計学および確率
  • モデリングとシミュレーション
  • 応用数学

フィンガープリント

「First passage times of birth-death processes and simple random walks」の研究トピックを掘り下げます。これらがまとまってユニークなフィンガープリントを構成します。

引用スタイル