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Characterization of the class of upward first passage time distributions of birth and death processes and related results

Characterization of the class of upward first passage time distributions of birth and death processes and related results

We define classes $CME_{+}(m, 1)$ for $m\geqq 0$ and $CME_{+}(0, n)$ for $n\geqq 2$ by $CME_{+}(m, 1)$ $=CE_{+}(m+1)$ and $CME_{+}(0, n)=ME_{+}(n)$ , respectively.SetThe superscript $f$ stands for finite.We will discuss, in a forthcoming paper, extensions of the classes $CE_{+},$ $ME_{+}$ and $CME_{+}$ to distributions on the whole line.So we use …