Transient analysis of finite state birth and death process with absorbing boundary states |
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| Authors: | OP Sharma NSK Nair |
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| Institution: | 1. Department of Mathematics , Indian Institute of Technology , New Delhi, 1l0016, India;2. Computer Centre , National Institute of Immunology , Shahid Jit Singh Marg, New Delhi, 110067, India |
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| Abstract: | Transient analysis of finite state birth and death process with absorbing barriers is carries out. Closed form expression for state probabilities and density functions of time of absorption and first passage time for each case is obtained along with the moments. The results are expressed in terms of eigenvalues of symmetric triadiagonal matrix which can be easily computed |
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