First passage times of birth-death processes and simple random walks

DOI10.1016/0304-4149(88)90027-0zbMath0649.60092OpenAlexW2090755663WikidataQ57549489 ScholiaQ57549489MaRDI QIDQ1105921

Yasushi Masuda

Publication date: 1988

Published in: Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4149(88)90027-0

zbMATH Keywords

uniformizationbirth-death processcomplete monotonicityfirst passage time of a birth- death processgeneralized phase type distributions

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (6)

Some periodic type solutions for stochastic reaction-diffusion equation with cubic nonlinearities ⋮ The solutions with recurrence property for stochastic linearly coupled complex cubic-quintic Ginzburg–Landau equations ⋮ A characterization of first passage time distributions for random walks ⋮ Stochastic systems of diffusion equations with polynomial reaction terms ⋮ Analysis of random walks using orthogonal polynomials ⋮ On some integral equations for the evaluation of first-passage-time densities of time-inhomogeneous birth-death processes

Cites Work

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• On a property of finite-state birth and death processes
• On limiting behavior of ordinary and conditional first-passage times for a class of birth-death processes
• Classes of probability density functions having Laplace transforms with negative zeros and poles
• On the unimodality of passage time densities in birth-death processes
• Log-concavity and log-convexity in passage time densities of diffusion and birth-death processes

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