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Markov chains with binomial time change

Published online by Cambridge University Press:  14 July 2016

Kyle Siegrist
Kyle Siegrist*
Affiliation:
University of Alabama in Huntsville
*
∗Postal address: Department of Mathematics and Statistics, University of Alabama in Huntsville, Huntsville, AL 35899, USA.
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Abstract

The effect of a binomial time change on a given Markov chain is studied. Results are obtained for the hitting times, potential operator, and transience and recurrence properties of the time-changed chain. The limiting behavior is considered as the binomial parameter approaches 0 and the time variable approaches∞.

Type
Short Communications
Information
Journal of Applied Probability , Volume 23 , Issue 2 , June 1986 , pp. 519 - 523
Copyright
Copyright © Applied Probability Trust 1986 

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References

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