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Catalytic branching process 1 Hitting time 1 Markov chain 1 Taboo probabilities 1
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Bulinskaya, Ekaterina Vladimirovna 1
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Statistics & Probability Letters 1
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Finiteness of hitting times under taboo
Bulinskaya, Ekaterina Vladimirovna - In: Statistics & Probability Letters 85 (2014) C, pp. 15-19
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...
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