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First passage time distribution in birth-death processes

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Probability generating function of simple birth process

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#probability #generating-functions #birth-death-process
414
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Birth and death process with probability of staying

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#stochastic-processes #markov-process #birth-death-process
49
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Pure Birth Process With Random Time

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#stochastic-processes #birth-death-process
138
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differential equations of a birth-death process

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#partial-differential-equations #birth-death-process
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Difference between embedded chain and continuous-time Markov chain

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#markov-chains #birth-death-process
168
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Expected Growth of General Pure Birth Process

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82
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Maximum size of a subcritical birth-death process

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194
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I am having trouble figuring out how many lambda's (births) there are in a given birth-death Markov process problem.

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#probability #probability-theory #markov-process #birth-death-process
46
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Determine $\lim_{t→∞} \mathbb{P}_i(X_t = 0) $ for $i = 0, 1, 2, 3$.

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#markov-process #birth-death-process
167
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Birth-death process with fixed lifespan

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#probability #convergence-divergence #stochastic-processes #law-of-large-numbers #birth-death-process
47
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Quasi birth death process with Erlang interarrival time distribution

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#birth-death-process
72
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birth-death processes orthogonal polynomials

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#recurrence-relations #markov-chains #orthogonal-polynomials #birth-death-process
192
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PMF of busy period of a discrete-time M/M/1 queue

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#stochastic-processes #markov-chains #queueing-theory #birth-death-process
75
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How do I prevent an individual from both a birth and death in a birth-death process?

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