Birth-death processes with killing

Erik A. van Doorn, A.I. Zeifman

Research output: Book/ReportReportProfessional

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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 languageUndefined
Place of PublicationEnschede
PublisherUniversity of Twente, Department of Applied Mathematics
Number of pages12
Publication statusPublished - 2004

Publication series

NameMemorandum Faculty of Mathematical Sciences
PublisherUniversity 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.
van Doorn, Erik A. ; Zeifman, A.I. / Birth-death processes with killing. Enschede : University of Twente, Department of Applied Mathematics, 2004. 12 p. (Memorandum Faculty of Mathematical Sciences; 1715).
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van Doorn, EA & Zeifman, AI 2004, Birth-death processes with killing. Memorandum Faculty of Mathematical Sciences, no. 1715, University of Twente, Department of Applied Mathematics, Enschede.

Birth-death processes with killing. / van Doorn, Erik A.; Zeifman, A.I.

Enschede : University of Twente, Department of Applied Mathematics, 2004. 12 p. (Memorandum Faculty of Mathematical Sciences; No. 1715).

Research output: Book/ReportReportProfessional

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AB - 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.

KW - MSC-60J80

KW - METIS-217681

KW - EWI-3535

KW - IR-65900

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T3 - Memorandum Faculty of Mathematical Sciences

BT - Birth-death processes with killing

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van Doorn EA, Zeifman AI. Birth-death processes with killing. Enschede: University of Twente, Department of Applied Mathematics, 2004. 12 p. (Memorandum Faculty of Mathematical Sciences; 1715).