Mathematics – Probability
Scientific paper
2004-03-08
Mathematics
Probability
10 pages; 1 figure
Scientific paper
The spatial symmetry property of truncated birth-death processes studied in Di Crescenzo [6] is extended to a wider family of continuous-time Markov chains. We show that it yields simple expressions for first-passage-time densities and avoiding transition probabilities, and apply it to a bilateral birth-death process with jumps. It is finally proved that this symmetry property is preserved within the family of strongly similar Markov chains.
Crescenzo Antonio Di
Nastro Annapatrizia
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