The lambda-classification of continuous-time birth-and-death processes

Hart, AG; Martínez, S.; San Martin, J

Abstract

The ?-classification of absorbing birth-and-death processes was discussed. Two examples of BDP, one in which the birth and death rates were constant and another in which the birth rates and death rates eventually became constant were presented. The rate problem associated with the BDP was found to be determinate. The analysis showed that minimal transition function was the unique solution satisfying both the backward and forward equations.

Más información

Título según WOS: The lambda-classification of continuous-time birth-and-death processes
Título según SCOPUS: The ?-classification of continuous-time birth-and-death processes
Título de la Revista: ADVANCES IN APPLIED PROBABILITY
Volumen: 35
Número: 4
Editorial: Applied Probability Trust
Fecha de publicación: 2003
Página de inicio: 1111
Página final: 1130
Idioma: English
URL: http://projecteuclid.org/Dienst/getRecord?id=euclid.aap/1067436337/
DOI:

10.1239/aap/1067436337

Notas: ISI, SCOPUS