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Author:
Journal / Book Title:
Year:
Volume:
Issue:
EXPRESSIONS ON MOMENTS OF HITTING TIME FOR SINGLE BIRTH PROCESS IN INFINITE AND FINITE SPACE
Author(s):
ZHANG Yuhui
,
School of Mathematical Sciences
,
Beijing Normal University
,
Laboratory of Mathematics and Complex Systems of Ministry of Education
,
Beijing Normal University
Pages:
445
-
452
Year:
2013
Issue:
5
Journal:
Journal of Beijing Normal University(Natural Science)
Keyword:
single birth process
;
first hitting time
;
returning time
;
stationary distribution
;
Abstract:
The expressions are presented on n order moments for the first hitting time or returning time of single birth processes under regular condition and first hitting time of∞for minimal single birth processes in irregular case respectively.In finite space,similar results and explicit expression of stationary distribution are obtained.Some examples are computed in details.
Citations
张余辉. 生灭大灾难型单生Q矩阵 [J]. 北京师范大学学报(自然科学版) . 2011(04)
张余辉. 相邻状态死亡速率成比例的单生Q矩阵 [J]. 北京师范大学学报(自然科学版) . 2010(06)
张余辉. 关于单生过程指数遍历和l遍历的注记 [J]. 北京师范大学学报(自然科学版) . 2010(01)
张余辉,赵倩倩. 几类单生Q矩阵(续) [J]. 北京师范大学学报(自然科学版) . 2008(01)
张余辉,赵倩倩. 几类单生Q矩阵 [J]. 北京师范大学学报(自然科学版) . 2006(02)
张余辉. 单生过程击中时与平稳分布 [J]. 北京师范大学学报(自然科学版) . 2004(02)
张余辉. 单生过程首中时的各阶矩 [J]. 北京师范大学学报(自然科学版) . 2003(04)
CHEN MUFA(Department of Mathematics,Beijing Normal University,Beijing 100875,China). SINGLE BIRTH PROCESSES [J]. Chinese Annals of Mathematics . 1999(01)
James Allen Fill. On Hitting Times and Fastest Strong Stationary Times for Skip-Free and More General Chains [J]. Journal of Theoretical Probability . 2009 (3)
Yong-Hua Mao. Eigentime identity for transient Markov chains [J]. Journal of Mathematical Analysis and Applications . 2005 (2)
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