Unimodality of Passage Times for One-Dimensional Strong Markov Processes
Rosler, Uwe
Ann. Probab., Tome 8 (1980) no. 6, p. 853-859 / Harvested from Project Euclid
Text on Project Euclid
PDF
Alt PDF
Let $\tau_x$ be the first passage time of $x$ for a diffusion or birth-death process. If one starts in a reflecting state, say 0, then the distribution $P_0(\tau_x \leqslant \cdot)$ is strongly unimodal. Here we show for an arbitrary state 0 the distribution $P_0(\tau_x \leqslant \cdot)$ is unimodal. Further we give a discrete analogue for the random walk.
Publié le : 1980-08-14
Classification:  Birth-death processes,  diffusion,  unimodality,  variation diminishing property,  60G40 
@article{1176994672,
     author = {Rosler, Uwe},
     title = {Unimodality of Passage Times for One-Dimensional Strong Markov Processes},
     journal = {Ann. Probab.},
     volume = {8},
     number = {6},
     year = {1980},
     pages = { 853-859},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1176994672}
}

Rosler, Uwe. Unimodality of Passage Times for One-Dimensional Strong Markov Processes. Ann. Probab., Tome 8 (1980) no. 6, pp.  853-859. http://gdmltest.u-ga.fr/item/1176994672/