Down/up crossing properties of weighted Markov collision processes

Yanyun LI, Junping LI

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PDF(310 KB)
Front. Math. China ›› 2021, Vol. 16 ›› Issue (2) : 525-542. DOI: 10.1007/s11464-021-0921-x
RESEARCH ARTICLE
RESEARCH ARTICLE

Down/up crossing properties of weighted Markov collision processes

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Abstract

This paper concentrates on considering the down/up crossing property of weighted Markov collision processes. The joint probability generating function of down crossing and up crossing numbers of weighted Markov collision processes until its extinction are obtained by constructing and studying a related multi-dimensional Markov chain. Hence, the joint probability distribution of down crossing and up crossing numbers and the mean numbers are obtained.

Keywords

Weighted Markov collision process / down crossing / up crossing / joint probability distribution

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Yanyun LI, Junping LI. Down/up crossing properties of weighted Markov collision processes. Front. Math. China, 2021, 16(2): 525‒542 https://doi.org/10.1007/s11464-021-0921-x

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