Search by keyword: "exact solution"
Transition Probabilities for Markov Process on a Line Segment Located within a Quarter-Plane
Authors: Kalinkin A.V. | Published: 11.05.2021 |
Published in issue: #2(95)/2021 | |
DOI: 10.18698/1812-3368-2021-2-4-24 | |
Category: Mathematics and Mechanics | Chapter: Mathematical Physics | |
Keywords: birth and death process, quadratic type, Kolmogorov equations, exact solution |
Probability of Jump Across the Border for Random Walk in a Half-Plane and a Branching Process with Interaction
Authors: Kalinkin A.V. | Published: 15.04.2015 |
Published in issue: #2(59)/2015 | |
DOI: 10.18698/1812-3368-2015-2-38-52 | |
Category: Mathematics and Mechanics | Chapter: Probability Theory and Mathematical Statistics | |
Keywords: absorption probability of a random walk, Markov process with discrete states, exponential generating function, ordinary linear differential equation of infinite order with the parameter, exact solution |