3 citations · 3 across the 5 of their papers we have counts for
Showing 2013Show all
3 papers · 1 filter
math.PR2013★ 3 cited
Tail asymptotic of the stationary distribution for the state dependent (1,R)-reflecting random walk: near critical
Wenming Hong, Ke Zhou
In this paper, we consider the state-dependent reflecting random walk (RW) on the half line, allowing the size of jumps to the right at maximal and to the left only 1.…
math.PR2013
A note on the passage time of finite state Markov chains
Wenming Hong, Ke Zhou
Consider a Markov chain with finite state . We give the generation functions (or Laplace transforms) of absorbing (passage) time in the following two situations :…
math.PR2013
Hitting Time Distribution for Skip-Free Markov Chains: A Simple Proof
Wenming Hong, Ke Zhou
A well-known theorem for an irreducible skip-free chain with absorbing state , under some conditions, is that the hitting (absorbing) time of state starting from state 0 is…