A basic result on the integral for birth-death Markov processes

Abstract:

In this paper a regenerative argument is used to derive an expression for the expectation of the integral under the stochastic path of a birth- death Markov process up to extinction time as well as for the expected time to extinction. Some applications to classical birth-death processes are given.

Año de publicación:

1999

Keywords:

• Birth-death processes
• Integrals of Markov processes
• Absorbing Markov processes
• Queuing theory

Fuente:

scopus