Finite birth-and-death models in randomly changing environments

Finite birth-and-death models in randomly changing environments

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.

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:Advances in applied probability 1984-12, Vol.16 (4), p.715-731
Hauptverfasser: Gaver, D. P., Jacobs, P. A., Latouche, G.
Format: Artikel
Sprache:eng
Schlagworte:
Exact sciences and technology
Infinitesimals
Markov chains
Markov processes
Mathematical moments
Mathematical vectors
Mathematics
Matrices
Modeling
Numerical methods
Probability and statistics
Probability distributions
Probability theory and stochastic processes
Sciences and techniques of general use
Steepest descent method
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung: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.
ISSN:0001-8678
1475-6064
DOI:10.2307/1427338