On some integral equations for the evaluation of first-passage-time densities of time-inhomogeneous birth-death processes

DOI10.1016/J.AMC.2022.126993MaRDI QIDQ2113705zbMATH OpenOpenAlexFDO

Authors Virginia Giorno, Amelia G. Nobile

Publication date 14 March 2022

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2022.126993

zbMATH Keywords

\( M ( t ) / M ( t ) / 1\) queue\( M ( t ) / M ( t ) / \infty\) queuecomputational algorithmsfirst-passage timeGompertz processPolya process

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Continuous-time Markov processes on discrete state spaces (60J27) Applications of continuous-time Markov processes on discrete state spaces (60J28) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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Cited in

(5)

• Block-by-block method for solving non-linear Volterra integral equation of the first kind
• Karlin-McGregor-like formula in a simple time-inhomogeneous birth-death process
• On the evaluation of first-passage-time probability densities via non-singular integral equations
• Numerical solution of non-linear Volterra integral equation of the first kind
• Hitting probabilities and hitting times in time-inhomogeneous level-dependent quasi-birth-death processes

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