A note on integrals for birth-death processes

DOI10.1016/S0025-5564(00)00046-8MaRDI QIDQ1595408zbMATH OpenWikidataFDO

Authors Valeri T. Stefanov, Song Wang

Publication date 17 July 2001

Published in Mathematical Biosciences (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/S0025-5564(00)00046-8

zbMATH Keywords

birth-death processeshitting timeintegrals of Markov processes

Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Queueing theory (aspects of probability theory) (60K25) Epidemiology (92D30)

Review text

A general integral for birth-death Markov processes until the time of extinction is considered. A closed form expression is provided for the expected value in terms of birth and death rates. Several examples are provided: the M/M/1 queue, the M/M/\(\infty\) queue, the linear birth-death process, and the stochastic logistics SIS epidemic. A simple route for numerical evaluation of the integral variance is also suggested. This is a generalization and correction of an article of \textit{C.M. Hernandez-Suarez} and \textit{C. Castillo-Chavez} [ibid. 161, No.1-2, 95-104 (1999; Zbl 0938.60056)].

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Cites work

• A basic result on the integral for birth-death Markov processes
• Mean passage times for tridiagonal transition matrices
• Modelling Biological Populations in Space and Time

Cited in

(13)

• Integral-type functionals of first hitting times for continuous-time Markov chains
• A basic result on the integral for birth-death Markov processes
• Integrals for continuous-time Markov chains.
• On the integral of fractional Poisson processes
• A simple approach to the integrals under three stochastic processes
• Intertwining and commutation relations for birth-death processes
• On expected durations of birth-death processes, with applications to branching processes and SIS epidemics
• Slow transitions and starvation in dense random-access networks
• scientific article; zbMATH DE number 903863 (Why is no real title available?)
• Integrability of stochastic birth-death processes via differential Galois theory
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• Computational methods for birth-death processes
• Evolving genealogies in cultural evolution, the descendant process, and the number of cultural traits

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