{ "id": "1310.7108", "version": "v1", "published": "2013-10-26T13:05:06.000Z", "updated": "2013-10-26T13:05:06.000Z", "title": "Finiteness of hitting times under taboo", "authors": [ "Ekaterina Vl. Bulinskaya" ], "journal": "Statistics and Probability Letters, vol.85(2014), no.1, pp.15-19", "doi": "10.1016/j.spl.2013.10.016", "categories": [ "math.PR" ], "abstract": "We consider a continuous-time Markov chain with a finite or countable state space. For a site y and subset H of the state space, the hitting time of y under taboo H is defined to be infinite if the process trajectory hits H before y, and the first hitting time of y otherwise. We investigate the probability that such times are finite. In particular, if the taboo set is finite, an efficient iterative scheme reduces the study to the known case of a singleton taboo. A similar procedure applies in the case of finite complement of the taboo set. The study is motivated by classification of branching processes with finitely many catalysts. Keywords and phrases: Markov chain, hitting time, taboo probabilities, catalytic branching process.", "revisions": [ { "version": "v1", "updated": "2013-10-26T13:05:06.000Z" } ], "analyses": { "subjects": [ "60J27", "60G40" ], "keywords": [ "hitting time", "state space", "finiteness", "taboo set", "process trajectory hits" ], "tags": [ "journal article" ], "note": { "typesetting": "TeX", "pages": 0, "language": "en", "license": "arXiv", "status": "editable", "adsabs": "2013arXiv1310.7108B" } } }