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Finite birth-and-death models in randomly changing environments

Published online by Cambridge University Press:  01 July 2016

D. P. Gaver ,
P. A. Jacobs  and
G. Latouche
D. P. Gaver*
Affiliation:
Naval Postgraduate School, Monterey
P. A. Jacobs*
Affiliation:
Naval Postgraduate School, Monterey
G. Latouche*
Affiliation:
Université Libre de Bruxelles
*
∗Postal address: Department of the Navy, Naval Postgraduate School, Monterey, CA 93943, USA.
∗Postal address: Department of the Navy, Naval Postgraduate School, Monterey, CA 93943, USA.
∗∗ Postal address: Université Libre de Bruxelles, C.P. 212, Boulevard du Triomphe, Bruxelles, Belgium.
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Abstract

An efficient computational approach to the analysis of finite birth-and-death models in a Markovian environment is given. The emphasis is upon obtaining numerical methods for evaluating stationary distributions and moments of first-passage times.

Keywords

BIRTH–DEATH PROCESSESMARKOVIAN ENVIRONMENTNUMERICAL METHODSSTATIONARY DISTRIBUTIONSFIRST-PASSAGE TIMES
Type
Research Article
Information
Advances in Applied Probability , Volume 16 , Issue 4 , December 1984 , pp. 715 - 731
Copyright
Copyright © Applied Probability Trust 1984 

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References

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