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Separation cutoff for upward skip-free chains

Published online by Cambridge University Press:  24 March 2016

Y. H. Mao,
C. Zhang and
Y. H. Zhang
Y. H. Mao
Affiliation:
School of Mathematical Sciences, Beijing Normal University, Beijing, 100875, China.
Y. H. Zhang
Affiliation:
School of Mathematical Sciences, Beijing Normal University, Beijing, 100875, China.
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Abstract

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A computable necessary and sufficient condition of separation cutoff is obtained for a sequence of continuous-time upward skip-free chains with the stochastically monotone time-reversals.

Keywords

Separation cutoffupward skip-free chainstochastic monotonicitystrong stationary timeboundary theory

Information

Type
Short Communications
Information
Journal of Applied Probability , Volume 53 , Issue 1 , March 2016, pp. 299 - 306
Copyright
Copyright © Applied Probability Trust 2016 

References

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