Moments of first passage times in general birth-death processes

DOI10.1007/s00186-007-0174-9zbMath1158.60372MaRDI QIDQ1006554

Oualid Jouini, Yves Dallery

Publication date: 25 March 2009

Published in: Mathematical Methods of Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00186-007-0174-9

zbMATH Keywords

first passage times; busy period; transient analysis; birth-death processes; conditional first passage times

Mathematics Subject Classification ID

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

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