On the unimodality of passage time densities in birth-death processes

DOI10.1111/j.1467-9574.1981.tb00710.xzbMath0453.60074MaRDI QIDQ3900775

Julian Keilson

Publication date: 1981

Published in: Statistica Neerlandica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9574.1981.tb00710.x

zbMATH Keywords

birth-death process; unimodality of passage time densities

Mathematics Subject Classification ID

60E05: Probability distributions: general theory

60J80: Branching processes (Galton-Watson, birth-and-death, etc.)

Related Items

Hitting time distributions of single points for 1-dimensional generalized diffusion processes, A decomposition of the beta distribution, related order and asymptotic behavior, Moments of first passage times in general birth-death processes, On first passage time structure of random walks, First passage times of birth-death processes and simple random walks, A characterization of first passage time distributions for random walks, On Zeros of a System of Polynomials and Application to Sojourn Time Distributions of Birth-and-Death Processes

Cites Work

• Markov chain models - rarity and exponentiality
• Exponential spectra as a tool for the study of server-systems with several classes of customers
• Log-concavity and log-convexity in passage time densities of diffusion and birth-death processes