On some integral equations for the evaluation of first-passage-time densities of time-inhomogeneous birth-death processes

Virginia Giorno and Amelia G. Nobile

Applied Mathematics and Computation, 2022, vol. 422, issue C

Abstract: New integral equations are proposed to determine first-passage-time densities for time-inhomogeneous birth-death processes. Such equations, particularly suitable for computational purposes, are also used to obtain closed-form expressions for the first-passage-time densities of special birth-death processes of interest in various application fields.

Keywords: First-passage time; Polya process; Gompertz process; M(t)/M(t)/1 Queue; M(t)/M(t)/∞ Queue; Computational algorithms (search for similar items in EconPapers)
Date: 2022
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Citations: View citations in EconPapers (1)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:422:y:2022:i:c:s0096300322000790

DOI: 10.1016/j.amc.2022.126993

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