Exact transient solution of a state-dependent birth-death process
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Publication:2498191
The authors consider a birth-death process with state-dependent birth and death rates. They first transform the underlying forward Kolmogorov differential-difference equations into a set of linear algebraic equations by employing Laplace transforms. This leads to a so-called J-function expressed as a formal power series. Inverting that, they obtain the closed form expressions of the transition probabilities of the birth-death process in terms of power series. Some examples are presented to illustrate the applications of the result.
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