Starting from a birth-and-death process defined on {0,1,2,...} with 0 an absorbing state one can construct a birth-and-death process such that the transition probabilities, the first-passage-time densities and the absorbtion probabilities of the two processes are intimately related by some product-form relations. This allows one to construct new stochastic models for birth-and-death processes.
On certain transformation properties of birth-and-death processes
DI CRESCENZO, Antonio
1994-01-01
Abstract
Starting from a birth-and-death process defined on {0,1,2,...} with 0 an absorbing state one can construct a birth-and-death process such that the transition probabilities, the first-passage-time densities and the absorbtion probabilities of the two processes are intimately related by some product-form relations. This allows one to construct new stochastic models for birth-and-death processes.File in questo prodotto:
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