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

Antonio Di Crescenzo

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arXiv · 0803.1413

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

Antonio Di Crescenzo

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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.

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Antonio Di Crescenzo. 2008-03-10. On some transformations of bilateral birth-and-death processes with applications. https://arxiv.org/abs/0803.1413

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