First passage times of birth-death processes and simple random walks

DOI10.1016/0304-4149(88)90027-0zbMath0649.60092WikidataQ57549489 ScholiaQ57549489MaRDI QIDQ1105921

Yasushi Masuda

Publication date: 1988

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(88)90027-0

zbMATH Keywords

uniformization; birth-death process; complete monotonicity; first passage time of a birth- death process; generalized phase type distributions

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

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

Related Items

The solutions with recurrence property for stochastic linearly coupled complex cubic-quintic Ginzburg–Landau equations, A characterization of first passage time distributions for random walks, Analysis of random walks using orthogonal polynomials, Some periodic type solutions for stochastic reaction-diffusion equation with cubic nonlinearities, On some integral equations for the evaluation of first-passage-time densities of time-inhomogeneous birth-death processes, Stochastic systems of diffusion equations with polynomial reaction terms

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