Exact transient solution of a state-dependent birth-death process (Q2498191)

The authors consider a birth-death process with state-dependent birth and death rates. They first transform the underlying forward Kolmogorov differential-difference equations into a set of linear algebraic equations by employing Laplace transforms. This leads to a so-called J-function expressed as a formal power series. Inverting that, they obtain the closed form expressions of the transition probabilities of the birth-death process in terms of power series. Some examples are presented to illustrate the applications of the result.