Separation cutoff for upward skip-free chains

Y. H. Mao; C. Zhang; Y. H. Zhang

doi:jap/1457470576

Abstract

A computable necessary and sufficient condition of separation cutoff is obtained for a sequence of continuous-time upward skip-free chains with the stochastically monotone time-reversals.

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Y. H. Mao. C. Zhang. Y. H. Zhang. "Separation cutoff for upward skip-free chains." J. Appl. Probab. 53 (1) 299 - 306, March 2016.

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Published: March 2016

First available in Project Euclid: 8 March 2016

zbMATH: 1338.60008

MathSciNet: MR3471964

Subjects:

Primary: 60B10

Secondary: 60J27

Keywords: boundary theory , separation cutoff , Stochastic monotonicity , strong stationary time , upward skip-free chain

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