Return to search

On time duality for quasi-birth-and-death processes

We say that (weak/strong) time duality holds for continuous time quasi-birth-and-death-processes if, starting from a fixed level, the first hitting time of the next upper level and the first hitting time of the next lower level have the same distribution. We present here a criterion for time duality in the case where transitions from one level to another have to pass through a given single state, the so-called bottleneck property. We also prove that a weaker form of reversibility called balanced under permutation is sufficient for the time duality to hold. We then discuss the general case.

Identiferoai:union.ndltd.org:Potsdam/oai:kobv.de-opus-ubp:5697
Date January 2012
CreatorsKeller, Peter, Roelly, Sylvie, Valleriani, Angelo
PublisherUniversität Potsdam, Mathematisch-Naturwissenschaftliche Fakultät. Institut für Mathematik
Source SetsPotsdam University
LanguageEnglish
Detected LanguageEnglish
TypePreprint
Formatapplication/pdf
Rightshttp://opus.kobv.de/ubp/doku/urheberrecht.php

Page generated in 0.0016 seconds