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http://bura.brunel.ac.uk/handle/2438/1914
Title: | Some properties of continued fractions with applications in morkov processes |
Authors: | Murphy, J A O'donohoe, M R |
Issue Date: | 1972 |
Publisher: | Brunel University |
Citation: | Maths Technical Papers (Brunel University). Dec 1972, pp 1-26 |
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 have a high degree of accuracy and the method gives rise to convergence when the birth-death process does not tend to a steady state. |
URI: | http://bura.brunel.ac.uk/handle/2438/1914 |
Appears in Collections: | Dept of Mathematics Research Papers Mathematical Sciences |
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