A First-Passage-Time Problem for Symmetric and Similar Two-Dimensional Birth–Death Processes

DOI10.1080/15326340802232293zbMath1148.60064OpenAlexW1996437256MaRDI QIDQ3529854

Barbara Martinucci, Antonio Di Crescenzo

Publication date: 14 October 2008

Published in: Stochastic Models (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/15326340802232293

zbMATH Keywords

symmetrytransition probabilitiesstochastic neuronal modelsdouble-ended queuestaboo probabilitiesfirst-passage-time densitiesstrong similarity

Mathematics Subject Classification ID

Applications of branching processes (60J85) Stopping times; optimal stopping problems; gambling theory (60G40) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Related Items (3)

Families of \(\nu\)-similar birth-death processes and limiting conditional distributions ⋮ Stochastic models in seed dispersals: random walks and birth–death processes ⋮ On a First-Passage-Time Problem for the Compound Power-Law Process

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