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Analysis of transient behaviour of certain processes with return to a central state

Buckholtz, Peter G. ; Campbell, L. Lorne ; Milbourne, Ross D. ; [weitere]

Cambridge University Press (CUP) ; 1983

In: Journal of Applied Probability Vol. 20, No. 1 ( 1983-03), p. 61-70

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In: Journal of Applied Probability, Cambridge University Press (CUP), Vol. 20, No. 1 ( 1983-03), p. 61-70

Kurzfassung: In economics, cash management problems may be modelled by birth-death processes which reset to central states when a boundary is reached. The nature of the transient behaviour of the probability distribution of such processes symmetric about a central state is investigated. A diffusion approximation of such processes is given and the transient probability behaviour derived from the diffusion equation.

Materialart: Online-Ressource

ISSN: 0021-9002 , 1475-6072

URL: Article

DOI: 10.2307/3213720

RVK:

SA 6100

Sprache: Englisch

Verlag: Cambridge University Press (CUP)

Publikationsdatum: 1983

ZDB Id: 1474599-9

ZDB Id: 219147-7

SSG: 3,2