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1 results

  • The expected time until absorption when absorption is not certain

  • Part of
  • D. M. Walker
  • Journal:
    Journal of Applied Probability / Volume 35 / Issue 4 / December 1998
    Published online by Cambridge University Press:
    14 July 2016, pp. 812-823
    Print publication:
    December 1998

  • This paper considers continuous-time Markov chains whose state space consists of an irreducible class, 𝒞, and an absorbing state which is accessible from 𝒞. The purpose is to provide a way to determine the expected time to absorption conditional on such time being finite, in the case where absorption occurs with probability less than 1. The results are illustrated by applications to the general birth and death process and the linear birth, death and catastrophe process.