Birth-death processes with killing

Erik A. van Doorn; A.I. Zeifman

Birth-death processes with killing

Erik 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	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
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Cite this

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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.",

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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.

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KW - METIS-217681

KW - EWI-3535

KW - IR-65900

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PB - University of Twente, Department of Applied Mathematics

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