Pr. Parthasarathy et Rb. Lenin, ON THE NUMERICAL-SOLUTION OF TRANSIENT PROBABILITIES OF QUADRATIC BIRTH AND DEATH PROCESSES, Journal of difference equations and applications, 4(4), 1998, pp. 365-379
The transient system size probabilities for birth and death processes
with quadratic birth and death rates are obtained by writing the Lapla
ce transform of these probabilities as a continued fraction and findin
g the inversion through the properties of tridiagonal matrices. The ef
fectiveness of this procedure is illustrated through tables and graphs
, for an infinite capacity as well as for a finite capacity birth and
death processes.