Finite birth-and-death models in randomly changing environments. (English) Zbl 0554.60079

This paper deals with refinements of the simple birth-and-death process. The aim is to model the behaviour of systems subject to randomly occurring fluctuations. The authors propose a model where the parameters of the considered Markov process change according to a second Markov process. The emphasis is upon obtaining an efficient computational approach for evaluating stationary distributions and moments of first passage times.
Reviewer: F.T.Bruss


60J80 Branching processes (Galton-Watson, birth-and-death, etc.)
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