Frontiers of Mathematics in China >
High order moments of first hitting times for single death processes
Received date: 22 Apr 2019
Accepted date: 19 Jul 2019
Published date: 15 Oct 2019
Copyright
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.
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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