Numerical instability in B&D models
From MaRDI portal
Publication:6372240
Abstract: When computing the expected value of time till extinction of a Birth and Death process, the usual textbook approach results in an extreme case of numerical ill-conditioning, which prevents us from getting accurate answers beyond the first few low-lying states; in this brief note we present a potential solution, together with a novel derivation of related formulas.
This page was built for publication: Numerical instability in B&D models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6372240)
