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

被引:0
|
作者
Xiangqun Yang
Shaoyue Liu
机构
[1] Hunan Normal University,Department of Mathematics
[2] Xiangtan University,Department of Mathematics
来源
Science in China Series A: Mathematics | 2000年 / 43卷
关键词
birth and death process; post-explosion; first hitting time; first hitting location; joint distribution;
D O I
暂无
中图分类号
学科分类号
摘要
For a birth and death processX=|X(t),t <σ| with explosion and lifespanu distributions and joint distributions of first hitting time and first hitting location after explosion of setBn = |0,1,...,n| ,n have been found.
引用
收藏
页码:1014 / 1018
页数:4
相关论文
共 50 条
  • [21] First hitting time of integral diffusions and applications
    Cui, Zhenyu
    Nguyen, Duy
    STOCHASTIC MODELS, 2017, 33 (03) : 376 - 391
  • [22] First hitting time analysis of the Independence Metropolis Sampler
    Maciuca, Romeo
    Zhu, Song-Chun
    JOURNAL OF THEORETICAL PROBABILITY, 2006, 19 (01) : 235 - 261
  • [23] First Hitting Time Analysis of the Independence Metropolis Sampler
    Romeo Maciuca
    Song-Chun Zhu
    Journal of Theoretical Probability, 2006, 19 : 235 - 261
  • [24] Comparing first hitting time and proportional hazards regression models
    Stogiannis, D.
    Caroni, C.
    Anagnostopoulos, C. E.
    Toumpoulis, I. K.
    JOURNAL OF APPLIED STATISTICS, 2011, 38 (07) : 1483 - 1492
  • [25] A Numerical Scheme for Expectations with First Hitting Time to Smooth Boundary
    Yuji Hishida
    Yuta Ishigaki
    Toshiki Okumura
    Asia-Pacific Financial Markets, 2019, 26 : 553 - 565
  • [26] A Numerical Scheme for Expectations with First Hitting Time to Smooth Boundary
    Hishida, Yuji
    Ishigaki, Yuta
    Okumura, Toshiki
    ASIA-PACIFIC FINANCIAL MARKETS, 2019, 26 (04) : 553 - 565
  • [27] First Hitting Time of a High Level by a Catalytic Branching Walk
    E. Vl. Bulinskaya
    Proceedings of the Steklov Institute of Mathematics, 2022, 316 : 97 - 104
  • [28] First hitting times for doubly skewed Ornstein-Uhlenbeck processes
    Song, Shiyu
    Wang, Suxin
    Wang, Yongjin
    STATISTICS & PROBABILITY LETTERS, 2015, 96 : 212 - 222
  • [29] JOINT DENSITIES OF FIRST HITTING TIMES OF A DIFFUSION PROCESS THROUGH TWO TIME-DEPENDENT BOUNDARIES
    Sacerdote, Laura
    Telve, Ottavia
    Zucca, Cristina
    ADVANCES IN APPLIED PROBABILITY, 2014, 46 (01) : 186 - 202
  • [30] A stopping time theory model of first hitting time analysis of evolutionary algorithms
    Zhang, Yu-Shan
    Hao, Zhi-Feng
    Huang, Han
    Lin, Zhi-Yong
    Jisuanji Xuebao/Chinese Journal of Computers, 2015, 38 (08): : 1582 - 1591