A simple approach to the integrals under three stochastic processes

DOI10.1080/15598608.2008.10411895MaRDI QIDQ2431706zbMATH OpenOpenAlexFDO

Authors J. Gani, R. J. Swift

Publication date 18 April 2011

Published in Journal of Statistical Theory and Practice (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/15598608.2008.10411895

zbMATH Keywords

Poisson processimmigrationintegralbirth processdeath process

Mathematics Subject Classification ID

Queueing theory (aspects of probability theory) (60K25) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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Cites work

• A basic result on the integral for birth-death Markov processes
• A note on the cost of the simple epidemic
• Integral Functionals of Birth and Death Processes and Related Limiting Distributions
• Joint distributions of random variables and their integrals for certain birth-death and diffusion processes
• The cost of a general stochastic epidemic

Cited in

(2)

• A general approach to the integral functionals of epidemic processes
• Computational methods for birth-death processes

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