Birth-death processes with killing

E.A. van Doorn; A.I. Zeifman

Birth-death processes with killing

E.A. van Doorn, A.I. Zeifman

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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	English
Place of Publication	Enschede
Publisher	University of Twente
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

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1 Article

Birth-death processes with killing
van Doorn, E. A. & Zeifman, A. I., 2005, In: Statistics & probability letters. 72, 1, p. 33-42 10 p.
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Birth-death processes with killing

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Birth-death processes with killing

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