arXiv Open Access 2022

Reproduction of initial distributions from the first hitting time distribution for birth-and-death processes

Kosuke Yamato Kouji Yano

Lihat Sumber

Abstrak

For birth-and-death processes, we show that every initial distribution is reproduced from the first hitting time distribution. The reproduction is done by applying to the distribution function a differential operator defined through the eigenfunction of the generator. Using the spectral theory for generalized second-order differential operators, we study asymmetric random walks.

Topik & Kata Kunci

math.PR

Penulis (2)

Kosuke Yamato

Kouji Yano

Format Sitasi

APA MLA BibTeX

Yamato, K., Yano, K. (2022). Reproduction of initial distributions from the first hitting time distribution for birth-and-death processes. https://arxiv.org/abs/2203.12260

Akses Cepat

Lihat di Sumber

Informasi Jurnal

Tahun Terbit: 2022
Bahasa: en
Sumber Database: arXiv
Akses: Open Access ✓