The numerical resolution of birth and death Kolmogorov equations
type: Item
instance of: scholarly article
title: The numerical resolution of birth and death Kolmogorov equations
zbMATH Open document ID: 0668.65124
DOI: 10.1016/0898-1221(87)90120-9
author: Jean Letessier
publication date: 1987-01-01T00:00:00Z
review text: We compare the exact spectrum of some cubic and quartic birth and death processes with results obtained in numerical diagonalization of Kolmogorov equations. We show the importance of the truncation procedure not only for asymptotically symmetric processes but also for processes nearly related.
Mathematics Subject Classification ID: 65C99
Mathematics Subject Classification ID: 60H10
Mathematics Subject Classification ID: 34F05
Mathematics Subject Classification ID: 60J80
zbMATH DE Number: 4094769
zbMATH Keywords: spectrum
zbMATH Keywords: cubic and quartic birth and death processes
zbMATH Keywords: numerical diagonalization
zbMATH Keywords: Kolmogorov equations
zbMATH Keywords: asymptotically symmetric processes
describes a project that uses: EISPACK
MaRDI profile type: Publication
full work available at URL: 0898-1221(87)90120-9
OpenAlex ID: W2012309099
cites work: Q5332626
cites work: Spectral theory for the differential equations of simple birth and death processes
cites work: Denumerable Markov processes and the associated contraction semigroups on l
cites work: An Integral Transform Involving Heun Functions and a Related Eigenvalue Problem
cites work: Matrix eigensystem routines - EISPACK guide
published in: Computers & Mathematics with Applications
description: scientific article; zbMATH DE number 4094769