On some transformations of bilateral birth-and-death processes with applications
Probability
2008-03-11 v1
Abstract
A method yielding simple relationships among bilateral birth-and-death processes is outlined. This allows one to relate birth and death rates of two processes in such a way that their transition probabilities, first-passage-time densities and ultimate crossing probabilities are mutually related by some product-form expressions.
Keywords
Cite
@article{arxiv.0803.1413,
title = {On some transformations of bilateral birth-and-death processes with applications},
author = {Antonio Di Crescenzo},
journal= {arXiv preprint arXiv:0803.1413},
year = {2008}
}
Comments
4 pages; appeared in: The 17th Symposium of Information Theory and Its Applications (SITA '94), Hiroshima, Japan, December 6-9, 1994, pp. 739-742