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

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

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Article ID: iaor19992532
Country: United Kingdom
Volume: 35
Issue: 2
Start Page Number: 383
End Page Number: 394
Publication Date: Jun 1998
Journal: Journal of Applied Probability
Authors:
Keywords: queues: theory
Abstract:

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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