On some transformations of bilateral birth-and-death processes with applications

Details On some transformations of bilateral birth-and-death processes with applications On some transformations of bilateral birth-and-death processes with applications

2008-03-10

arxiv.org/abs/0803.1413v1

Mathematics

Probability

4 pages; appeared in: The 17th Symposium of Information Theory and Its Applications (SITA '94), Hiroshima, Japan, December 6-9

Scientific paper

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.

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