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High order moments of first hitting times for single death processes |
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| Authors: | Yuhui ZHANG Xiaofeng ZHOU |
| Institution: | School of Mathematical Sciences, Beijing Normal University, Laboratory of Mathematics and Complex Systems, Ministry of Education, Beijing 100875, China |
| Abstract: | We present an explicit and recursive representation for high order moments of the first hitting times of single death processes. Based on that, some necessary or sufficient conditions of exponential ergodicity as well as a criterion on |
| Keywords: | Single death process moment of the first hitting time exponential ergodocity |
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