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Down/up crossing properties of weighted Markov collision processes
Authors:Yanyun LI  Junping LI
Affiliation:School of Mathematics and Statistics, Central South University, Changsha 410083, China
Abstract:This paper concentrates on considering the down/up crossing property of weighted Markov collision processes. The joint probability generating function of down crossing and up crossing numbers of weighted Markov collision processes until its extinction are obtained by constructing and studying a related multi-dimensional Markov chain. Hence, the joint probability distribution of down crossing and up crossing numbers and the mean numbers are obtained.
Keywords:Weighted Markov collision process  down crossing  up crossing  joint probability distribution  
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