Birth-death processes with killing

Erik A. van Doorn; A.I. Zeifman

Birth-death processes with killing

Erik A. van Doorn, A.I. Zeifman

Research output: Book/Report › Report › Professional

63 Downloads (Pure)

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

Access to Document

1715
open
1715
open

Cite this

@book{1ccb1541e00e439c81fc1c3a3c623616,

title = "Birth-death processes with killing",

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.",

keywords = "MSC-60J80, METIS-217681, EWI-3535, IR-65900",

author = "{van Doorn}, {Erik A.} and A.I. Zeifman",

note = "Imported from MEMORANDA",

year = "2004",

language = "Undefined",

series = "Memorandum Faculty of Mathematical Sciences",

publisher = "University of Twente, Department of Applied Mathematics",

number = "1715",

}

TY - BOOK

T1 - Birth-death processes with killing

AU - van Doorn, Erik A.

AU - Zeifman, A.I.

N1 - Imported from MEMORANDA

PY - 2004

Y1 - 2004

N2 - 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.

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

M3 - Report

T3 - Memorandum Faculty of Mathematical Sciences

BT - Birth-death processes with killing

PB - University of Twente, Department of Applied Mathematics

CY - Enschede

ER -