A review of transient behavior in regular diffusion and birth-death processes

DOI10.2307/3211858zbMath0211.48103OpenAlexW4242438355MaRDI QIDQ5612881

Julian Keilson

Publication date: 1964

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/3211858

Mathematics Subject Classification ID

Diffusion processes (60J60) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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Delayed-exponential approximation of a linear homogeneous diffusion model of neuron ⋮ First passage time and extremum properties of Markov and independent processes ⋮ On the time dependent behaviour of the truncated birth-death process ⋮ Stochastic epidemic models revisited: analysis of some continuous performance measures ⋮ Resolvent positive linear operators exhibit the reduction phenomenon ⋮ Transient behavior of the Halfin-Whitt diffusion ⋮ On statistical methods in neuronal spike-train analysis ⋮ Moments of first passage times in general birth-death processes ⋮ Spectral gap of the Erlang A model in the Halfin-Whitt regime ⋮ Interlacing relaxation and first-passage phenomena in reversible discrete and continuous space Markovian dynamics ⋮ An eigenvalue decomposition for first hitting times in random walks

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