Abstract
The purpose of this note is to point out that Karlin and McGregor's integral representation for the transition probabilities of a birth-death process on a semi-infinite lattice with an absorbing bottom state remains valid if one allows the possibility of absorption into the bottom state from any other state. Conditions for uniqueness of the minimal transition function are also given.
| Original language | Undefined |
|---|---|
| Place of Publication | Enschede |
| Publisher | University of Twente, Department of Applied Mathematics |
| Number of pages | 12 |
| Publication status | Published - 2004 |
Publication series
| Name | Memorandum Faculty of Mathematical Sciences |
|---|---|
| Publisher | University of Twente, Department of Applied Mathematics |
| No. | 1715 |
| ISSN (Print) | 0169-2690 |
Keywords
- MSC-60J80
- METIS-217681
- EWI-3535
- IR-65900
Cite this
van Doorn, E. A., & Zeifman, A. I. (2004). Birth-death processes with killing. (Memorandum Faculty of Mathematical Sciences; No. 1715). Enschede: University of Twente, Department of Applied Mathematics.