Joint distributions of first hitting time and first hitting location after explosion for birth and death processes

被引：2

作者：

Yang, XQ ^{[1
]}

Liu, SY

机构：

[1] Hunan Normal Univ, Dept Math, Changsha 410081, Peoples R China

[2] Xiangtan Univ, Dept Math, Xiangtan 411105, Peoples R China

来源：

SCIENCE IN CHINA SERIES A-MATHEMATICS PHYSICS ASTRONOMY | 2000年 / 43卷 / 10期

基金：

中国国家自然科学基金;

关键词：

birth and death process; post-explosion; first hitting time; first hitting location; joint distribution;

D O I：

10.1007/BF02898234

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

For a birth and death process X = \ X(t), t< <sigma>\ with explosion and lifespan sigma distributions and joint distributions of first hitting time and first hitting location after explosion of set B-n = \0,1,...n} have been found.

引用

页码：1014 / 1018

页数：5

共 50 条

[31] First Hitting Time of Brownian Motion on Simple Graph with Skew Semiaxes
Dassios, Angelos
Zhang, Junyi
METHODOLOGY AND COMPUTING IN APPLIED PROBABILITY, 2022, 24 (03) : 1805 - 1831
[32] First Hitting Time of Brownian Motion on Simple Graph with Skew Semiaxes
Angelos Dassios
Junyi Zhang
Methodology and Computing in Applied Probability, 2022, 24 : 1805 - 1831
[33] Parametrix method for the first hitting time of an elliptic diffusion with irregular coefficients
Frikha, Noufel
Li, Libo
STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES, 2021, 93 (02) : 167 - 195
[34] Exact simulation for the first hitting time of Brownian motion and Brownian bridge
Taeho, Lee
STATISTICS & PROBABILITY LETTERS, 2023, 193
[35] The first hitting time analysis of evolutionary algorithms based on renewal process
Zhou, Zhensheng
Wang, Lin
Zou, Xue
Wang, Fei
Zhang, Zaijun
Yan, Xiaobo
ELECTRONIC RESEARCH ARCHIVE, 2024, 32 (05): : 2994 - 3015
[36] Review and implementation of cure models based on first hitting times for Wiener processes
Jeremy Balka
Anthony F. Desmond
Paul D. McNicholas
Lifetime Data Analysis, 2009, 15
[37] Review and implementation of cure models based on first hitting times for Wiener processes
Balka, Jeremy
Desmond, Anthony F.
McNicholas, Paul D.
LIFETIME DATA ANALYSIS, 2009, 15 (02) : 147 - 176
[38] First hitting time for renewal process with uncertain interarrival times and random rewards
Liu, Zhe
Jia, Lifen
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 2022, 51 (10) : 5539 - 5555
[39] Tests for outliers in the inverse Gaussian distribution, with application to first hitting time models
Stogiannis, D.
Caroni, C.
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2012, 82 (01) : 73 - 80
[40] An Average Gain Model to Analyze the First Hitting Time of Continuous Evolutionary Algorithms
Zhang Y.-S.
Huang H.
Hao Z.-F.
Yang X.-W.
Jisuanji Xuebao/Chinese Journal of Computers, 2019, 42 (03): : 624 - 635

← 1 2 3 4 5 →