On The Numerical Solution Of Transient Probabilities Of Quadratic Birth And Death Processes

DOI10.1080/10236199808808149MaRDI QIDQ4222132zbMATH OpenOpenAlexFDO

Authors P. R. Parthasarathy, R. B. Lenin

Publication date 20 June 1999

Published in Journal of Difference Equations and Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10236199808808149

zbMATH Keywords

approximationbirth and death processcontinued fractiontransient probability

Mathematics Subject Classification ID

Continued fractions and generalizations (11J70) Additive difference equations (39A10) Continuous-time Markov processes on discrete state spaces (60J27)

Review text

For birth and death processes with quadratic (polynomial) birth and death rates approximations for transient system size probabilities (the probabilities \(p_n(t)\) that at time \(t\) there are \(n\) particles in the system) are calculated. Approximations are derived by inversion of the Laplace transform. The latter is treated as a continued fraction and inversion is done throw the properties of positive diagonal matrices. Results are presented in several tables and graphs that help ``to conceive the nature of time dependent system size probabilities.

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Cites work

• Continuous-time Markov chains. An applications-oriented approach
• scientific article; zbMATH DE number 3605240 (Why is no real title available?)
• Linear birth and death models and associated Laguerre and Meixner polynomials
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• Quadratic Birth and Death Processes and Associated Continuous Dual Hahn Polynomials
• Some Properties of Continued Fractions with Applications in Markov Processes

Cited in

(14)

• The numerical resolution of birth and death Kolmogorov equations
• An algorithmic approach for sensitivity analysis of perturbed quasi-birth-and-death processes
• Indeterminate moment problems related to birth and death processes with quartic rates
• An inverse problem in birth and death processes
• Time series path integral expansions for stochastic processes
• Exact transient solution of a state-dependent birth-death process
• The transient solutions for the non-mutation finite birth-death process
• On the numerical solution of transient probabilities of the stochastic power-law logistic model
• scientific article; zbMATH DE number 1102881 (Why is no real title available?)
• Birth and Death (BDP) Process Models with Applications
• scientific article; zbMATH DE number 2124899 (Why is no real title available?)
• An interesting property of finite birth and death processes. (Letter to the editor)
• Applications of the multi-sigmoidal deterministic and stochastic logistic models for plant dynamics
• A matrix solution technique for simple birth and death model

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