{
  "id": "1210.1116",
  "version": "v2",
  "published": "2012-10-03T14:13:29.000Z",
  "updated": "2014-03-24T17:19:25.000Z",
  "title": "Stochastic Comparisons between hitting times for Markov Chains and words' occurrences",
  "authors": [
    "Emilio De Santis",
    "Fabio Spizzichino"
  ],
  "comment": "20 pages",
  "categories": [
    "math.PR"
  ],
  "abstract": "We develop some sufficient conditions for the stochastic ordering between hitting times, in a fixed state, for two Markov chains. In particular, we focus attention on the so called \\emph{skip-free} case. In the analysis of such a case, we develop a special type of coupling. We also compare different types of relations between two, non-necessarily skip-free, Markov chains on the same state space. Such relations have a natural role in establishing the usual and the asymptotic stochastic ordering between the probability distributions of hitting times. Finally, we present some discussions and examples related with words' occurrences.",
  "revisions": [
    {
      "version": "v2",
      "updated": "2014-03-24T17:19:25.000Z"
    }
  ],
  "analyses": {
    "subjects": [
      "60E15",
      "60J10"
    ],
    "keywords": [
      "markov chains",
      "hitting times",
      "stochastic comparisons",
      "occurrences",
      "probability distributions"
    ],
    "note": {
      "typesetting": "TeX",
      "pages": 20,
      "language": "en",
      "license": "arXiv",
      "status": "editable",
      "adsabs": "2012arXiv1210.1116D"
    }
  }
}