Journal of Applied Probability

The expected time until absorption when absorption is not certain

D. M. Walker

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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.

Article information

J. Appl. Probab. Volume 35, Number 4 (1998), 812-823.

First available in Project Euclid: 19 September 2002

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Digital Object Identifier

Mathematical Reviews number (MathSciNet)

Zentralblatt MATH identifier

Primary: 60J27: Continuous-time Markov processes on discrete state spaces
Secondary: 60J35: Transition functions, generators and resolvents [See also 47D03, 47D07]

Q-processes invariant vectors absorption times


Walker, D. M. The expected time until absorption when absorption is not certain. J. Appl. Probab. 35 (1998), no. 4, 812--823. doi:10.1239/jap/1032438377.

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