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

DOI10.1002/NAV.3800300209MaRDI QIDQ3038352zbMATHOpenAlexFDO

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)

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

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