Finiteness of hitting times under taboo
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.
Year of publication: |
2014
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Authors: | Bulinskaya, Ekaterina Vladimirovna |
Published in: |
Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 85.2014, C, p. 15-19
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Publisher: |
Elsevier |
Subject: | Markov chain | Hitting time | Taboo probabilities | Catalytic branching process |
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