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Sam OT
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I am looking for a general formula for hitting times in a standard birth-and-death chain. I'm absolutely convinced that I've seen a paper with such a formula in it in the past, but I cannot for the life of me find it now. The formula looks something like this:

$$ E_{i-1}(\tau_i) = \prod_{j < i} \frac{q_{j,j+1} ... }{...}. $$

I've looked through any papers on birth--deathbirth–death process which seem at all relevant. These include the following.

  • Ding, Lubetzky, Peres; Total Variation Cutoff in Birth-and-Death Chains
  • Fill; The Passage Time Distribution for a Birth-and-Death Chain
  • Smith; The Cutoff Phenomenon for Random Birth and Death Chains
  • Zhang; Moments of First Hitting Times for Birth--DeathBirth–Death Processes on Trees

I've even tried to use the formula for my own research in the past. Try as I might, I can't find it now.

If anyone knows the reference, that would be much appreciated!

I am looking for a general formula for hitting times in a standard birth-and-death chain. I'm absolutely convinced that I've seen a paper with such a formula in it in the past, but I cannot for the life of me find it now. The formula looks something like this:

$$ E_{i-1}(\tau_i) = \prod_{j < i} \frac{q_{j,j+1} ... }{...}. $$

I've looked through any papers on birth--death process which seem at all relevant. These include the following.

  • Ding, Lubetzky, Peres; Total Variation Cutoff in Birth-and-Death Chains
  • Fill; The Passage Time Distribution for a Birth-and-Death Chain
  • Smith; The Cutoff Phenomenon for Random Birth and Death Chains
  • Zhang; Moments of First Hitting Times for Birth--Death Processes on Trees

I've even tried to use the formula for my own research in the past. Try as I might, I can't find it now.

If anyone knows the reference, that would be much appreciated!

I am looking for a general formula for hitting times in a standard birth-and-death chain. I'm absolutely convinced that I've seen a paper with such a formula in it in the past, but I cannot for the life of me find it now. The formula looks something like this:

$$ E_{i-1}(\tau_i) = \prod_{j < i} \frac{q_{j,j+1} ... }{...}. $$

I've looked through any papers on birth–death process which seem at all relevant. These include the following.

  • Ding, Lubetzky, Peres; Total Variation Cutoff in Birth-and-Death Chains
  • Fill; The Passage Time Distribution for a Birth-and-Death Chain
  • Smith; The Cutoff Phenomenon for Random Birth and Death Chains
  • Zhang; Moments of First Hitting Times for Birth–Death Processes on Trees

I've even tried to use the formula for my own research in the past. Try as I might, I can't find it now.

If anyone knows the reference, that would be much appreciated!

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Sam OT
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Reference requestRequest: Hitting timesTimes in birthBirth-and-death chainsDeath Chains

I am looking for a general formula for hitting times in a standard birth-and-death chain. I'm absolutely convinced that I've seen a paper with such a formula in it in the past, but I cannot for the life of me find it now. The formula looks something like this:

$$ E_{i-1}(\tau_i) = \prod_{j < i} \frac{q_{j,j+1} ... }{...}. $$

I've looked through any papers on birth–deathbirth--death process which seem at all relevant. These include the following.

  • Ding, Lubetzky, Peres; Total Variation Cutoff in Birth-and-Death Chains
  • Fill; The Passage Time Distribution for a Birth-and-Death Chain
  • Smith; The Cutoff Phenomenon for Random Birth and Death Chains
  • Zhang; Moments of First Hitting Times for Birth–DeathBirth--Death Processes on Trees

I've even tried to use the formula for my own research in the past. Try as I might, I can't find it now.

If anyone knows the reference, that would be much appreciated!

Reference request: Hitting times in birth-and-death chains

I am looking for a general formula for hitting times in a standard birth-and-death chain. I'm absolutely convinced that I've seen a paper with such a formula in it in the past, but I cannot for the life of me find it now. The formula looks something like this:

$$ E_{i-1}(\tau_i) = \prod_{j < i} \frac{q_{j,j+1} ... }{...}. $$

I've looked through any papers on birth–death process which seem at all relevant. These include the following.

  • Ding, Lubetzky, Peres; Total Variation Cutoff in Birth-and-Death Chains
  • Fill; The Passage Time Distribution for a Birth-and-Death Chain
  • Smith; The Cutoff Phenomenon for Random Birth and Death Chains
  • Zhang; Moments of First Hitting Times for Birth–Death Processes on Trees

I've even tried to use the formula for my own research in the past. Try as I might, I can't find it now.

If anyone knows the reference, that would be much appreciated!

Reference Request: Hitting Times in Birth-and-Death Chains

I am looking for a general formula for hitting times in a standard birth-and-death chain. I'm absolutely convinced that I've seen a paper with such a formula in it in the past, but I cannot for the life of me find it now. The formula looks something like this:

$$ E_{i-1}(\tau_i) = \prod_{j < i} \frac{q_{j,j+1} ... }{...}. $$

I've looked through any papers on birth--death process which seem at all relevant. These include the following.

  • Ding, Lubetzky, Peres; Total Variation Cutoff in Birth-and-Death Chains
  • Fill; The Passage Time Distribution for a Birth-and-Death Chain
  • Smith; The Cutoff Phenomenon for Random Birth and Death Chains
  • Zhang; Moments of First Hitting Times for Birth--Death Processes on Trees

I've even tried to use the formula for my own research in the past. Try as I might, I can't find it now.

If anyone knows the reference, that would be much appreciated!

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YCor
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Reference Requestrequest: Hitting Timestimes in Birthbirth-and-Death Chainsdeath chains

I am looking for a general formula for hitting times in a standard birth-and-death chain. I'm absolutely convinced that I've seen a paper with such a formula in it in the past, but I cannot for the life of me find it now. The formula looks something like this:

$$ E_{i-1}(\tau_i) = \prod_{j < i} \frac{q_{j,j+1} ... }{...}. $$

I've looked through any papers on birth--deathbirth–death process which seem at all relevant. These include the following.

  • Ding, Lubetzky, Peres; Total Variation Cutoff in Birth-and-Death Chains
  • Fill; The Passage Time Distribution for a Birth-and-Death Chain
  • Smith; The Cutoff Phenomenon for Random Birth and Death Chains
  • Zhang; Moments of First Hitting Times for Birth--DeathBirth–Death Processes on Trees

I've even tried to use the formula for my own research in the past. Try as I might, I can't find it now.

If anyone knows the reference, that would be much appreciated!

Reference Request: Hitting Times in Birth-and-Death Chains

I am looking for a general formula for hitting times in a standard birth-and-death chain. I'm absolutely convinced that I've seen a paper with such a formula in it in the past, but I cannot for the life of me find it now. The formula looks something like this:

$$ E_{i-1}(\tau_i) = \prod_{j < i} \frac{q_{j,j+1} ... }{...}. $$

I've looked through any papers on birth--death process which seem at all relevant. These include the following.

  • Ding, Lubetzky, Peres; Total Variation Cutoff in Birth-and-Death Chains
  • Fill; The Passage Time Distribution for a Birth-and-Death Chain
  • Smith; The Cutoff Phenomenon for Random Birth and Death Chains
  • Zhang; Moments of First Hitting Times for Birth--Death Processes on Trees

I've even tried to use the formula for my own research in the past. Try as I might, I can't find it now.

If anyone knows the reference, that would be much appreciated!

Reference request: Hitting times in birth-and-death chains

I am looking for a general formula for hitting times in a standard birth-and-death chain. I'm absolutely convinced that I've seen a paper with such a formula in it in the past, but I cannot for the life of me find it now. The formula looks something like this:

$$ E_{i-1}(\tau_i) = \prod_{j < i} \frac{q_{j,j+1} ... }{...}. $$

I've looked through any papers on birth–death process which seem at all relevant. These include the following.

  • Ding, Lubetzky, Peres; Total Variation Cutoff in Birth-and-Death Chains
  • Fill; The Passage Time Distribution for a Birth-and-Death Chain
  • Smith; The Cutoff Phenomenon for Random Birth and Death Chains
  • Zhang; Moments of First Hitting Times for Birth–Death Processes on Trees

I've even tried to use the formula for my own research in the past. Try as I might, I can't find it now.

If anyone knows the reference, that would be much appreciated!

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Sam OT
  • 560
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  • 15
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