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

DOI10.1016/J.AMC.2022.126993OpenAlexW4210780384MaRDI QIDQ2113705FDOQ2113705

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

first-passage timecomputational algorithmsPolya process\( M ( t ) / M ( t ) / \infty\) queue\( M ( t ) / M ( t ) / 1\) queueGompertz process

Mathematics Subject Classification ID

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

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Cited In (4)

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

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