RESEARCH ARTICLE

High order moments of first hitting times for single death processes

  • Yuhui ZHANG ,
  • Xiaofeng ZHOU
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  • School of Mathematical Sciences, Beijing Normal University, Laboratory of Mathematics and Complex Systems, Ministry of Education, Beijing 100875, China

Received date: 22 Apr 2019

Accepted date: 19 Jul 2019

Published date: 15 Oct 2019

Copyright

2019 Higher Education Press and Springer-Verlag GmbH Germany, part of Springer Nature

Abstract

We present an explicit and recursive representation for high order moments of the first hitting times of single death processes. Based on that, some necessary or sufficient conditions of exponential ergodicity as well as a criterion on-ergodicity are obtained for single death processes, respectively.

Cite this article

Yuhui ZHANG , Xiaofeng ZHOU . High order moments of first hitting times for single death processes[J]. Frontiers of Mathematics in China, 2019 , 14(5) : 1037 -1061 . DOI: 10.1007/s11464-019-0780-x

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