A spatial symmetry property of a two-dimensional birth-death process ${\bf X}(t)$ with constant rates is exploited in order to obtain closed-form expressions for first-passage-time densities through straight-lines $x_2=x_1+r$ and for the related taboo transition probabilities. An analogous study is performed on a birth-death process $\widetilde{\bf X}(t)$ with state-dependent rates that is similar to ${\bf X}(t)$ in the sense that the ratio of their transition functions is time independent. Examples of applications to double-ended queues and stochastic neuronal modeling are also provided.

A first-passage-time problem for symmetric and similar two-dimensional birth-death processes

DI CRESCENZO, Antonio;MARTINUCCI, BARBARA
2008

Abstract

A spatial symmetry property of a two-dimensional birth-death process ${\bf X}(t)$ with constant rates is exploited in order to obtain closed-form expressions for first-passage-time densities through straight-lines $x_2=x_1+r$ and for the related taboo transition probabilities. An analogous study is performed on a birth-death process $\widetilde{\bf X}(t)$ with state-dependent rates that is similar to ${\bf X}(t)$ in the sense that the ratio of their transition functions is time independent. Examples of applications to double-ended queues and stochastic neuronal modeling are also provided.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11386/2500044
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