2026-08-17T12:30:43Zhttps://docta.ucm.es/rest/oai/request

oai:docta.ucm.es:20.500.14352/1369472026-05-26T23:57:13Zcom_20.500.14352_14col_20.500.14352_15

Hitting probabilities and hitting times in time-inhomogeneous level-dependent quasi-birth-death processes Gómez Corral, Antonio López-García, M Palacios Rodríguez, Fátima Taipe Hidalgo, Diana Paulina For a level-dependent quasi-birth-death process X with time-varying transition rates, we propose a computational approach to compute the probability law of first-passage times to higher levels, as well as related hitting probabilities, at a fixed horizon T < ∞. The approach involves approximating the first-passage time distributions of X at time T by their counterparts in a suitably defined process with piecewise-constant transition rates at an independent, Erlang-distributed horizon with S stages and mean T. The solution is exemplified by numerical experiments in the context of epidemics and queueing models. 2026-05-26T15:53:08Z 2026-05-26T15:53:08Z 2026-01-13 journal article Gómez-Corral, A., López-García, M., Palacios-Rodríguez, F. et al. Hitting Probabilities and Hitting Times in Time-inhomogeneous Level-dependent Quasi-birth-death Processes. Methodol Comput Appl Probab 28, 51 (2026). https://doi.org/10.1007/s11009-026-10268-9 10.1007/s11009-026-10268-9 https://hdl.handle.net/20.500.14352/136947 https://doi.org/10.1007/s11009-026-10268-9 eng http://creativecommons.org/licenses/by-nc-nd/4.0/ open access Attribution-NonCommercial-NoDerivatives 4.0 International Springer