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.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11386/3679677
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