What is it about?
The taboo rate of Markov chain is first defined, which satisfies with the Chapman–Kolmogorov equation. Then the differentials of hitting time distribution are expressed by many different taboo rates, which deeply reveal the intrinsic relationship between the transition rate matrix and the hitting time distribution in continuous-time reversible Markov chains.
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Why is it important?
Such differential reprensentations of the hitting time of Markov chains on certain states improve the theory of statistical identification of continuous-time reversible Markov chains. As an example, the explicit expressions of the differentials of the hitting time distribution at a single state are provided for the birth and death chain, hence the transition rate matrix can be identified.
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This page is a summary of: Taboo rate and hitting time distribution of continuous-time reversible Markov chains, Statistics & Probability Letters, February 2021, Elsevier,
DOI: 10.1016/j.spl.2020.108969.
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