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Wall and Siegmund duality relations for birth and death chains with reflecting barrier. (English) Zbl 0894.60076

Summary: For a birth and death chain on the nonnegative integers with birth and death probabilities \(p_i\) and \(q_i\equiv 1-p_i\) and reflecting barrier at 0, it is shown that the right tails of the probability of the first return from state 0 to state 0 are simple transition probabilities of a dual birth and death chain obtained by switching \(p_i\) and \(q_i\). Combinatorial and analytical proofs are presented. Extensions and relations to other concepts of duality in the literature are discussed.

MSC:

60J80 Branching processes (Galton-Watson, birth-and-death, etc.)
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