Families of birth-death processes with similar time-dependent behaviour

We consider birth-death processes taking values in N ≡ {0,1,... }, but allow the death rate in state 0 to be positive, so that escape from N is possible. Two such processes with transition functions { pij(t) } and { ̃pij(t) } are said to be similar if, for all i, j ∈ N, there are constants cij such that ̃pij(t) = cijpij(t) for all t ≥ 0. We determine conditions on the birth and death rates of a birth-death process for the process to be a member of a family of similar processes, and we identify the members of such a family. These issues are also resolved in the more general setting in which the two processes are called similar if there are constants cij and ν such that ̃pij(t) = cijeνtpij(t) for all t ≥ 0.