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This article is cited in 8 scientific papers (total in 8 papers)
Final Distribution for Gani Epidemic Markov Processes
A. V. Mastikhin N. E. Bauman Moscow State Technical University
Abstract:
We consider the Kolmogorov equations for the transition probabilities of a three-dimensional Markov process of special form. For a stationary first equation, an exact solution is obtained using the Riemann method. We obtain asymptotics for the expectation and variance of the final distribution and establish a limit theorem.
Keywords:
Gani epidemic process, Markov process, transition probabilities, generating function, Laplace transform, Bessel function, Laguerre polynomial.
Received: 10.11.2006 Revised: 17.04.2007
Citation:
A. V. Mastikhin, “Final Distribution for Gani Epidemic Markov Processes”, Mat. Zametki, 82:6 (2007), 873–884; Math. Notes, 82:6 (2007), 787–797
Linking options:
https://www.mathnet.ru/eng/mzm4186https://doi.org/10.4213/mzm4186 https://www.mathnet.ru/eng/mzm/v82/i6/p873
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Abstract page: | 617 | Full-text PDF : | 260 | References: | 89 | First page: | 10 |
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