HITTING TIME DISTRIBUTIONS FOR BIRTH–DEATH PROCESSES WITH BILATERAL ABSORBING BOUNDARIES

DOI10.1017/S0269964816000280zbMath1370.60145MaRDI QIDQ5358120

Chi Zhang, Yong Hua Mao

Publication date: 19 September 2017

Published in: Probability in the Engineering and Informational Sciences (Search for Journal in Brave)

zbMATH Keywords

stochastic modelling

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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The birth-death processes with regular boundary: stationarity and quasi-stationarity, Unnamed Item, On some integral equations for the evaluation of first-passage-time densities of time-inhomogeneous birth-death processes

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