First passage times of birth-death processes and simple random walks
نویسندگان
چکیده
منابع مشابه
Moments of first passage times in general birth-death processes
We consider ordinary and conditional first passage times in a general birth–death process. Under existence conditions, we derive closed-form expressions for the kth order moment of the defined random variables, k ≥ 1. We also give an explicit condition for a birth–death process to be ergodic degree 3. Based on the obtained results, we analyze some applications for Markovian queueing systems. In...
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ژورنال
عنوان ژورنال: Stochastic Processes and their Applications
سال: 1988
ISSN: 0304-4149
DOI: 10.1016/0304-4149(88)90027-0