Počet záznamů: 1
Intertwining of birth-and-death processes
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SYSNO ASEP 0357433 Druh ASEP J - Článek v odborném periodiku Zařazení RIV J - Článek v odborném periodiku Poddruh J Článek ve WOS Název Intertwining of birth-and-death processes Tvůrce(i) Swart, Jan M. (UTIA-B) RID, ORCID Zdroj.dok. Kybernetika. - : Ústav teorie informace a automatizace AV ČR, v. v. i. - ISSN 0023-5954
Roč. 47, č. 1 (2011), s. 1-14Poč.str. 14 s. Forma vydání WWW - WWW Jazyk dok. eng - angličtina Země vyd. CZ - Česká republika Klíč. slova Intertwining of Markov processes ; birth and death process ; averaged Markov process ; first passage time ; coupling ; eigenvalues Vědní obor RIV BA - Obecná matematika CEP GA201/09/1931 GA ČR - Grantová agentura ČR CEZ AV0Z10750506 - UTIA-B (2005-2011) UT WOS 000288625300001 Anotace It has been known for a long time that for birth-and-death processes started in zero the first passage time of a given level is distributed as a sum of independent exponentially distributed random variables, the parameters of which are the negatives of the eigenvalues of the stopped process. Recently, Diaconis and Miclo have given a probabilistic proof of this fact by constructing a coupling between a general birth-and-death process and a process whose birth rates are the negatives of the eigenvalues, ordered from high to low, and whose death rates are zero, in such a way that the latter process is always ahead of the former, and both arrive at the same time at the given level. In this note, we extend their methods by constructing a third process, whose birth rates are the negatives of the eigenvalues ordered from low to high and whose death rates are zero, which always lags behind the original process and also arrives at the same time. Pracoviště Ústav teorie informace a automatizace Kontakt Markéta Votavová, votavova@utia.cas.cz, Tel.: 266 052 201. Rok sběru 2011
Počet záznamů: 1