ON THE NUMERICAL-SOLUTION OF TRANSIENT PROBABILITIES OF QUADRATIC BIRTH AND DEATH PROCESSES

Citation
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
Citations number
11
Categorie Soggetti
Mathematics,Mathematics
ISSN journal
10236198
Volume
4
Issue
4
Year of publication
1998
Pages
365 - 379
Database
ISI
SICI code
1023-6198(1998)4:4<365:OTNOTP>2.0.ZU;2-T
Abstract
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.