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Transient analysis of finite state birth and death process with absorbing boundary states

 

作者: O.P. Sharma,   N.S.K. Nair,  

 

期刊: Stochastic Analysis and Applications  （Taylor Available online 1996）
卷期: Volume 14, issue 5  

页码: 565-589

 

ISSN:0736-2994

 

年代: 1996

 

DOI:10.1080/07362999608809457

 

出版商: Marcel Dekker, Inc.

 

数据来源: Taylor

 

摘要:

Transient analysis of finite state birth and death process with absorbing barriers is carries out. Closed form expression for state probabilities and density functions of time of absorption and first passage time for each case is obtained along with the moments. The results are expressed in terms of eigenvalues of symmetric triadiagonal matrix which can be easily computed

 

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