On the numerical evaluation of the moments of the distribution of states at timetin the stochastic logistic process

DOI10.1080/00949658408810749MaRDI QIDQ3686003zbMATH OpenOpenAlexFDO

Authors R. H. Norden

Publication date 1984

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949658408810749

zbMATH Keywords

probability generating functionasymptotic solutionLaplace transformationstochastic logistic processnumerical simulation of random processes

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Probabilistic methods, stochastic differential equations (65C99) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10)

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Cites work

• scientific article; zbMATH DE number 3237318 (Why is no real title available?)
• scientific article; zbMATH DE number 3240796 (Why is no real title available?)
• On the distribution of the time to extinction in the stochastic logistic population model
• Quasi–stationary distributions in Markov population processes
• Spectral theory for the differential equations of simple birth and death processes

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• Exploring the state of a stochastic system via stochastic simulations: an interesting inversion problem and the health state function

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