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Dipartimento di Matematica e Informatica, Università di Salerno, Via Ponte don Melillo, I-84084 Fisciano SA, Italy





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Abstract We consider a bilateral birth-death process having sigmoidal-type rates. A thorough discussion on its transient behaviour is given, which includes studying symmetry properties of the transition probabilities, finding conditions leading to their bimodality, determining mean and variance of the process, and analyzing absorption problems in the presence of 1 or 2 boundaries. In particular, thanks to the symmetry properties we obtain the avoiding transition probabilities in the presence of a pair of absorbing boundaries, expressed as a series.

Keywords: bilateral processes; transition probabilities; first-passage-time; absorption bilateral processes; transition probabilities; first-passage-time; absorption





Autor: Antonio Di Crescenzo * and Barbara Martinucci

Fuente: http://mdpi.com/



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