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math.PR2004★ 3 cited
On First-Passage-Time Densities for Certain Symmetric Markov Chains
Antonio Di Crescenzo, Annapatrizia Nastro
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…
math.PR2003★ 3 cited
On the first-visit-time problem for birth and death processes with catastrophes
A. Di Crescenzo, V. Giorno, A. G. Nobile +1
For a birth-death process subject to catastrophes, defined on the state-space , with a positive integer or zero, the first-visit time to a state i…