DOAJ Open Access 2020

Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates

Luisa Beghin Claudio Macci Barbara Martinucci

Abstrak

We consider continuous-time Markov chains on integers which allow transitions to adjacent states only, with alternating rates. This kind of processes are useful in the study of chain molecular diffusions. We give explicit formulas for probability generating functions, and also for means, variances and state probabilities of the random variables of the process. Moreover we study independent random time-changes with the inverse of the stable subordinator, the stable subordinator and the tempered stable subordinator. We also present some asymptotic results in the fashion of large deviations. These results give some generalizations of those presented in [Journal of Statistical Physics 154 (2014), 1352–1364].

Topik & Kata Kunci

Applied mathematics. Quantitative methods Mathematics

Penulis (3)

Luisa Beghin

Claudio Macci

Barbara Martinucci

Format Sitasi

APA MLA BibTeX

Beghin, L., Macci, C., Martinucci, B. (2020). Random time-changes and asymptotic results for a class of continuous-time Markov chains on integers with alternating rates. https://doi.org/10.15559/20-VMSTA169

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Informasi Jurnal

Tahun Terbit: 2020
Sumber Database: DOAJ
DOI: 10.15559/20-VMSTA169
Akses: Open Access ✓