On some transformations of bilateral birth-and-death processes with applications

2008/03/10 by Antonio Di Crescenzo, Di Crescenzo, Antonio
Business, Management and Accounting · #Advanced Queuing Theory Analysis

paper · pdf · doi:10.48550/arxiv.0803.1413

Abstract

A method yielding simple relationships among bilateral birth-and-death processes is outlined. This allows one to relate birth and death rates of two processes in such a way that their transition probabilities, first-passage-time densities and ultimate crossing probabilities are mutually related by some product-form expressions.

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