Some Properties of Continued Fractions with Applications in Markov Processes
- 1 August 1975
- journal article
- research article
- Published by Oxford University Press (OUP) in IMA Journal of Applied Mathematics
- Vol. 16 (1) , 57-71
- https://doi.org/10.1093/imamat/16.1.57
Abstract
Several results for continued fractions are first derived and are then shown to be applicable to numerical solution of differential-difference equations arising from linear birth-death processes. These numerical solutions are exponential approximations which converge quickly, even when the birth-death process does not tend to a steady state.Keywords
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