Returns the infinitesimal generator matrix Q for a
continuous birth-death process over the finite state space
{1, …, N}. For each i=1, …, (N-1),
b(i) is the transition rate from state i to
state (i+1), and d(i) is the transition rate from state
(i+1) to state i.
Matrix \bf Q is therefore defined as:
/ \ |-b(1) b(1) | | d(1) -(d(1)+b(2)) b(2) | | d(2) -(d(2)+b(3)) b(3) | | | | ... ... ... | | | | d(N-2) -(d(N-2)+b(N-1)) b(N-1) | | d(N-1) -d(N-1) | \ /
where \lambda_i and \mu_i are the birth and death rates, respectively.
See also: dtmcbd.
Package: queueing