On the first-visit-time problem for birth and death processes with catastrophes

A. Di Crescenzo, V. Giorno, A. G. Nobile +1

For a birth-death process subject to catastrophes, defined on the state-space $S=\{r,r+1,r+2,...\}$, with $r$ a positive integer or zero, the first-visit time to a state $k\in S$ i…