کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
7549770 1489894 2014 5 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Finiteness of hitting times under taboo
ترجمه فارسی عنوان
محدودیت زمان ضربه زدن به تابو
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
چکیده انگلیسی
We consider a continuous-time Markov chain with a finite or countable state space. For a site y and subset H of the state space, the hitting time of y under taboo H is defined to be infinite if the process trajectory hits H before y, and the first hitting time of y otherwise. We investigate the probability that such times are finite. In particular, if the taboo set is finite, an efficient iterative scheme reduces the study to the known case of a singleton taboo. A similar procedure applies in the case of finite complement of the taboo set. The study is motivated by classification of branching processes with finitely many catalysts.
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 85, February 2014, Pages 15-19
نویسندگان
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