First passage times of birth-death processes and simple random walks

DOI10.1016/0304-4149(88)90027-0zbMath0649.60092WikidataQ57549489 ScholiaQ57549489MaRDI QIDQ1105921

Yasushi Masuda

Publication date: 1988

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(88)90027-0

zbMATH Keywords

uniformization; birth-death process; complete monotonicity; first passage time of a birth- death process; generalized phase type distributions

Mathematics Subject Classification ID

60G50: Sums of independent random variables; random walks

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

Related Items

A characterization of first passage time distributions for random walks, Analysis of random walks using orthogonal polynomials, Stochastic systems of diffusion equations with polynomial reaction terms

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• On first passage time structure of random walks
• Unimodality of passage times for one-dimensional strong Markov processes
• An application of orthogonal polynomials to random walks
• Markov chain models - rarity and exponentiality
• Bilateral phase-type distributions
• First-passage times with PF_r densities
• The Differential Equations of Birth-and-Death Processes, and the Stieltjes Moment Problem
• On conditional passage time structure of birth-death processes
• On a property of finite-state birth and death processes
• On limiting behavior of ordinary and conditional first-passage times for a class of birth-death processes
• Classes of probability density functions having Laplace transforms with negative zeros and poles
• On the unimodality of passage time densities in birth-death processes
• Log-concavity and log-convexity in passage time densities of diffusion and birth-death processes