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1 Journal of Applied Mathematics and Computational Mechanics

1 2021

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Formulas for average transition times between states of the Markov birth-death process

Zhernovyi Yuriy, Kopytko Bohdan

Journal of Applied Mathematics and Computational Mechanics

2021

Vol. 20, nr 4

99--110

In this paper, we consider Markov birth-death processes with constant intensities of transitions between neighboring states that have an ergodic property. Using the exponential distributions properties, we obtain formulas for the mean time of transition from the state i to the state j and transitions back, from the state j to the state i. We found expressions for the mean time spent outside the given state i, the mean time spent in the group of states (0,...,i-1) to the left from state i, and the mean time spent in the group of states (i+1,i+2,...) to the right. We derive the formulas for some special cases of the Markov birth-death processes, namely, for the Erlang loss system, the queueing systems with finite and with infinite waiting room and the reliability model for a recoverable system.