New integral equations are proposed to determine first-passage-time densities for time- inhomogeneous birth-death processes. Such equations, particularly suitable for computational purposes, are also used to obtain closed-form expressions for the first-passage-time densities of special birth-death processes of interest in various application fields.
On some integral equations for the evaluation of first-passage-time densities of time-inhomogeneous birth-death processes
Virginia Giorno;Amelia G. Nobile
2022
Abstract
New integral equations are proposed to determine first-passage-time densities for time- inhomogeneous birth-death processes. Such equations, particularly suitable for computational purposes, are also used to obtain closed-form expressions for the first-passage-time densities of special birth-death processes of interest in various application fields.File in questo prodotto:
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