On the absorbing zero boundary problem in birth and death processes

The probability of absorption as well as the mean absorption time and its variance, have been calculated for a model which does not satisfy detailed balance. The explicit calculation of the variance is helpful in understanding the different predictions between the deterministic and the stochastic descriptions. These results can be obtained directly from the master equation by Laplace transform techniques.

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Year of publication:	1978
Authors:	Turner, J.W. ; Malek-Mansour, M.
Published in:	Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 93.1978, 3, p. 517-525
Publisher:	Elsevier

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10010872046