Estimation of First Returning Speed in Null Recurrent Continuous-Time Markov Chains

Fuente: arXiv
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Auteurs principaux: Wang, Huixi, Zhao, Minzhi
Format: Preprint
Publié: 2025
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author Wang, Huixi
Zhao, Minzhi
author_facet Wang, Huixi
Zhao, Minzhi
contents This paper establishes a novel connection between null-recurrent CTMCs and electric networks, offering a systematic classification of null-recurrent behavior based on the first returning speed. By leveraging techniques from electric network theory, we present a general method for estimating the first returning speed of null recurrent birth-death processes and provide some important examples.
format Preprint
id arxiv_https___arxiv_org_abs_2512_17190
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Estimation of First Returning Speed in Null Recurrent Continuous-Time Markov Chains
Wang, Huixi
Zhao, Minzhi
Probability
60J27
This paper establishes a novel connection between null-recurrent CTMCs and electric networks, offering a systematic classification of null-recurrent behavior based on the first returning speed. By leveraging techniques from electric network theory, we present a general method for estimating the first returning speed of null recurrent birth-death processes and provide some important examples.
title Estimation of First Returning Speed in Null Recurrent Continuous-Time Markov Chains
topic Probability
60J27
url https://arxiv.org/abs/2512.17190