First-passage-time densities and avoiding probabilities for birth-and-death processes with symmetric sample paths

被引:9
|
作者
Di Crescenzo, A [1 ]
机构
[1] Univ Naples Federico II, Dipartimento Matemat & Applicaz R Caccioppoli, I-80126 Naples, Italy
关键词
truncated processes; transition probabilities; spatial symmetry; absorption; reflection; first-passage time; avoiding transition probabilities; M/M/1 queueing system; busy period;
D O I
10.1017/S0021900200015011
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
For truncated birth-and-death processes with two absorbing or two reflecting boundaries, necessary and sufficient conditions on the transition rates are given such that the transition probabilities satisfy a suitable spatial symmetry relation. This allows one to obtain simple expressions for first-passage-time densities and for certain avoiding transition probabilities. An application to an M/M/1 queueing system with two finite sequential queueing rooms of equal sizes is finally provided.
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页码:383 / 394
页数:12
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