On a class of birth-death processes with time-varying intensity functions

Virginia Giorno and Amelia G. Nobile

Applied Mathematics and Computation, 2020, vol. 379, issue C

Abstract: In this paper, we investigate on a class of time-inhomogeneous birth-death chains obtained by applying the composition method to two time-inhomogeneous double-ended chains. Then, we consider the corresponding restricted birth-death process, with zero reflecting boundary. Finally, starting from the restricted process, we construct a time-inhomogeneous BD chain symmetric with respect to zero-state. We obtain closed form expressions for the transition probabilities and for the conditional moments; furthermore, the first-passage-time problem is also taken in consideration. Finally, various numerical computations are performed for periodic intensity functions.

Keywords: Inhomogeneous birth-death chain; Transient distributions; First-passage time densities; Periodic intensity functions (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:379:y:2020:i:c:s0096300320302241

DOI: 10.1016/j.amc.2020.125255

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