Birth-death processes with killing

E.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 languageEnglish
    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

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