Some Sufficient Conditions for Stochastic Comparisons Between Hitting Times for Skip-free Markov Chains
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DOI: 10.1007/s11009-016-9486-7
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References listed on IDEAS
- Di Crescenzo, Antonio & Ricciardi, Luigi M., 1996. "Comparing first-passage times for semi-Markov skip-free processes," Statistics & Probability Letters, Elsevier, vol. 30(3), pages 247-256, October.
- Ferreira, Fátima & Pacheco, António, 2007. "Comparison of level-crossing times for Markov and semi-Markov processes," Statistics & Probability Letters, Elsevier, vol. 77(2), pages 151-157, January.
- Zhou, Ke, 2013. "Hitting time distribution for skip-free Markov chains: A simple proof," Statistics & Probability Letters, Elsevier, vol. 83(7), pages 1782-1786.
- Chen, Robert & Zame, Alan, 1979. "On fair coin-tossing games," Journal of Multivariate Analysis, Elsevier, vol. 9(1), pages 150-156, March.
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Cited by:
- Xiang, Xuyan & Fu, Haiqin & Zhou, Jieming & Deng, Yingchun & Yang, Xiangqun, 2021. "Taboo rate and hitting time distribution of continuous-time reversible Markov chains," Statistics & Probability Letters, Elsevier, vol. 169(C).
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- Ferreira, Fátima & Pacheco, António, 2007. "Comparison of level-crossing times for Markov and semi-Markov processes," Statistics & Probability Letters, Elsevier, vol. 77(2), pages 151-157, January.
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Keywords
Coupling; Degradation; Word occurrences; Leading numbers;All these keywords.
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