A general integral for birth±death Markov processes is considered. A closed form expression is provided for its expected value in terms of the birth and death rates. A simple route for numerical evaluation of its variance is also suggested. Ó 2000 Elsevier Science Inc. All rights reserved. Keywords: Birth±death process; Hitting time; Integral of Markov process Hern andez-Su arez and Castillo-Ch...

Time dependent system size probabilities of a birth and death process related to the Rogers-Ramanujan continued fraction are obtained. The range for the parameter in this continued fraction is obtained to ensure the positivity of the recursively defined birth and death rates. The general behavior of the birth and death rates is described and the asymptotic behavior of the transition probabiliti...