Moments of first passage times in general birth-death processes

DOI10.1007/s00186-007-0174-9zbMath1158.60372OpenAlexW2111979970MaRDI 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 timesbusy periodtransient analysisbirth-death processesconditional first passage times

Mathematics Subject Classification ID

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

Related Items (9)

Slow Transitions and Starvation in Dense Random-Access Networks ⋮ The stretch to stray on time: Resonant length of random walks in a transient ⋮ A state-dependent queueing system with asymptotic logarithmic distribution ⋮ A methodology for integrated critical spare parts and insurance management ⋮ Approximation of the first passage time distribution for the birth–death processes ⋮ First-passage times and related moments for continuous-time birth-death chains ⋮ Bessel-like birth-death process ⋮ Analysis of dynamic service system between regular and retrial queues with impatient customers ⋮ On some integral equations for the evaluation of first-passage-time densities of time-inhomogeneous birth-death processes

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