A note on first passage times in birth and death and nonnegative diffusion processes

DOI10.1002/NAV.3800300209zbMATH Open0525.60091OpenAlexW1972144909MaRDI QIDQ3038352FDOQ3038352

Authors: Cyrus Derman, Sheldon M. Ross, Zvi Schechner 

Publication date: 1983

Published in: Naval Research Logistics Quarterly (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/nav.3800300209

zbMATH Keywords

first passage timeincreasing failure ratebirth and death process

Mathematics Subject Classification ID

Diffusion processes (60J60) Applications of renewal theory (reliability, demand theory, etc.) (60K10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Cited In (3)

• Optimal models for the first arrival time distribution function in continuous time -- with a special case
• Characterization of Some First Passage Times Using Log-Concavity and Log-Convexity as Aging Notions
• On the life and work of Cyrus Derman

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