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The birth and death processes with zero as their absorbing barrier

The birth and death processes with zero as their absorbing barrier LetE=(0, 1,...), Q b=(qij), i, j=0, 1, ..., whereq i, i−1=ai, qi, i+1=bi, qii=−(ai+bi), qij=0, when|i−j|>1. a 0=0, b0=b>0, ai, bi>0 (i>0). Lettingb=0 inQ b, we get the matrixQ 0. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Acta Mathematicae Applicatae Sinica Springer Journals

The birth and death processes with zero as their absorbing barrier

Acta Mathematicae Applicatae Sinica , Volume 2 (4) – Apr 25, 2005

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Publisher
Springer Journals
Copyright
Copyright © 1985 by Science Press and D. Reidel Publishing Company
Subject
Mathematics; Applications of Mathematics; Math Applications in Computer Science; Theoretical, Mathematical and Computational Physics
ISSN
0168-9673
eISSN
1618-3932
DOI
10.1007/BF01665844
Publisher site
See Article on Publisher Site

Abstract

LetE=(0, 1,...), Q b=(qij), i, j=0, 1, ..., whereq i, i−1=ai, qi, i+1=bi, qii=−(ai+bi), qij=0, when|i−j|>1. a 0=0, b0=b>0, ai, bi>0 (i>0). Lettingb=0 inQ b, we get the matrixQ 0.

Journal

Acta Mathematicae Applicatae SinicaSpringer Journals

Published: Apr 25, 2005

References