Finiteness of hitting times under taboo

Ekaterina Vladimirovna Bulinskaya

Statistics & Probability Letters, 2014, vol. 85, issue C, 15-19

Abstract: We consider a continuous-time Markov chain with a finite or countable state space. For a site y and subset H of the state space, the hitting time of y under taboo H is defined to be infinite if the process trajectory hits H before y, and the first hitting time of y otherwise. We investigate the probability that such times are finite. In particular, if the taboo set is finite, an efficient iterative scheme reduces the study to the known case of a singleton taboo. A similar procedure applies in the case of finite complement of the taboo set. The study is motivated by classification of branching processes with finitely many catalysts.

Keywords: Markov chain; Hitting time; Taboo probabilities; Catalytic branching process (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (2)

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DOI: 10.1016/j.spl.2013.10.016

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