Projects per year
Abstract
A symmetric relation in the probabilistic Green’s function for birth-death chains is explored. Two proofs are given, each of which makes use of the known symmetry of the Green’s functions in other contexts. The first uses as primary tool the local time of Brownian motion, while the second uses the reciprocity principle from electric network theory. We also show that the the second proof extends easily to cover birth-death chains (a.k.a. state-dependent random walks) on trees, and can be adapted in order to derive hitting times on trees.
Original language | English |
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Pages (from-to) | 841-851 |
Number of pages | 11 |
Journal | Methodology and Computing in Applied Probability |
Volume | 21 |
Issue number | 3 |
DOIs | |
Publication status | Published - 2019 |
Keywords
- Birth-death chain
- Brownian motion
- Electric resistance
- Green’s function
- Local time
- Markov chain
Projects
- 2 Finished
-
Planar Brownian motion and complex analysis
Australian Research Council (ARC)
2/01/14 → 11/01/17
Project: Research
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New Stochastic Processes with Applications in Finance
Klebaner, F., Buchmann, B. & Hamza, K.
Australian Research Council (ARC), Monash University
31/07/09 → 31/12/13
Project: Research