On a class of birth-death processes with time-varying intensity functions
作者：
Highlights：
• Special class of birth-death chains.
• Time-inhomogeneous unrestricted birth-death chains.
• Time-inhomogeneous restricted birth-death processes.
• Time-inhomogeneous double-ended chains.
• Composition method.
• Transient probabilities.
• Reflecting boundary.
• Symmetric birth-death processes with respect to zero state.
• Conditional moments
• First-passage time problems.
• First-passage time densities.
• Proportional intensity functions.
• Periodic intensity functions
• Numerical computations.
• Flexibility in the shape of the distributions.
摘要
•Special class of birth-death chains.•Time-inhomogeneous unrestricted birth-death chains.•Time-inhomogeneous restricted birth-death processes.•Time-inhomogeneous double-ended chains.•Composition method.•Transient probabilities.•Reflecting boundary.•Symmetric birth-death processes with respect to zero state.•Conditional moments•First-passage time problems.•First-passage time densities.•Proportional intensity functions.•Periodic intensity functions•Numerical computations.•Flexibility in the shape of the distributions.
论文关键词：Inhomogeneous birth-death chain,Transient distributions,First-passage time densities,Periodic intensity functions
论文评审过程：Received 12 December 2019, Revised 13 March 2020, Accepted 22 March 2020, Available online 13 April 2020, Version of Record 13 April 2020.
论文官网地址：https://doi.org/10.1016/j.amc.2020.125255
