TY  - INPR
A1  - Keller, Peter
A1  - Roelly, Sylvie
A1  - Valleriani, Angelo
T1  - On time duality for quasi-birth-and-death processes
N2  - We say that (weak/strong) time duality holds for continuous time quasi-birth-and-death-processes if, starting from a fixed level, the first hitting time of the next upper level and the first hitting time of the next lower level have the same distribution. We present here a criterion for time duality in the case where transitions from one level to another have to pass through a given single state, the so-called bottleneck property. We also prove that a weaker form of reversibility called balanced under permutation is sufficient for the time duality to hold. We then discuss the general case.
T3  - Preprints des Instituts für Mathematik der Universität Potsdam - 1 (2012) 4 
KW  - continuous time Markov chain
KW  - hitting times
KW  - time duality
KW  - absorbing boundary
Y1  - 2012
UR  - https://publishup.uni-potsdam.de/frontdoor/index/index/docId/5550
UR  - https://nbn-resolving.org/urn:nbn:de:kobv:517-opus-56973
ER  -