First exit times for integer valued continuous time markov chains

DOI10.1080/07474940008836443MaRDI QIDQ4521918zbMATH OpenOpenAlexFDO

Authors Wolfgang Stadje

Publication date 13 June 2001

Published in Sequential Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/07474940008836443

zbMATH Keywords

Bellman-Harris branching processfirst-exit timeintegral equation systemMarkov chains

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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Cites work

• A note on left-continuous random walks
• Conditional limit theorems for a left-continuous random walk
• First-passage-time moments of Markov processes
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• scientific article; zbMATH DE number 3755546 (Why is no real title available?)
• On the maximum and absorption time of left-continuous random walk
• The distribution of the maximum number of customers present simultaneously during a busy period for the queueing systems M/G/1 and G/M/1
• The maximum and time to absorption of a left-continuous random walk
• The Trivariate Distribution of the Maximum Queue Length, the Number of Customers Served and the Duration of the Busy Period for the M/G/1 Queueing System
• Transient analysis of finite state birth and death process with absorbing boundary states

Cited in

(2)

• FIRST-PASSAGE TIMES FOR SOME LINDLEY PROCESSES IN CONTINUOUS TIME
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