Transient probability functions of finite birth-death processes with catastrophes

DOI10.1016/j.jspi.2006.09.003zbMath1114.60066OpenAlexW2120743121MaRDI QIDQ880249

Carrie Mortensen, A. C. Krinik

Publication date: 15 May 2007

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2006.09.003

zbMATH Keywords

dual processesrecursivecatastrophe processesCayley-Hamilton approachfinite birth-death processestransient probability functions

Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (8)

A double-ended queue with catastrophes and repairs, and a jump-diffusion approximation ⋮ LINEAR BIRTH/IMMIGRATION-DEATH PROCESS WITH BINOMIAL CATASTROPHES ⋮ Transient analysis of a single server discrete-time queue with system disaster ⋮ Steady state analysis of level dependent quasi-birth-and-death processes with catastrophes ⋮ On batch queueing systems: a combinatorial approach ⋮ On time-discretized versions of the stochastic SIS epidemic model: a comparative analysis ⋮ Alternative approaches for the transient analysis of Markov chains with catastrophes ⋮ Dual processes to solve single server systems

Cites Work

• Birth-multiple catastrophe processes
• Continuous-time Markov chains. An applications-oriented approach
• Transient solution of an M/M/1 queue with catastrophes
• On the M/M/1 queue with catastrophes and its continuous approximation
• On the transient behavior of a finite birth-death process with an application
• Dual processes to solve single server systems
• Nineteen Dubious Ways to Compute the Exponential of a Matrix
• Nineteen Dubious Ways to Compute the Exponential of a Matrix, Twenty-Five Years Later
• TRANSIENT ANALYSIS OF IMMIGRATION BIRTH–DEATH PROCESSES WITH TOTAL CATASTROPHES
• Spectral theory for the differential equations of simple birth and death processes
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