CONDITIONS FOR RECURRENCE AND TRANSIENCE FOR TIME-INHOMOGENEOUS BIRTH-AND-DEATH PROCESSES

被引：0
|
作者：
Abramov, Vyacheslav M. [1 ]
机构：
[1] 24 Sagan Dr, Cranbourne North, Vic 3977, Australia
来源：
BULLETIN OF THE AUSTRALIAN MATHEMATICAL SOCIETY | 2024年 / 109卷 / 02期
关键词：
random walks; birth-and-death processes; recurrence and transience; martingales with continuous parameter; stochastic calculus; CLOSED QUEUING NETWORK;
D O I：
10.1017/S0004972723000539
中图分类号：
O1 [数学];
学科分类号：
0701 ; 070101 ;
摘要：
We derive conditions for recurrence and transience for time-inhomogeneous birth-and-death processes considered as random walks with positively biased drifts. We establish a general result, from which the earlier known particular results by Menshikov and Volkov ['Urn-related random walk with drift rho x(alpha)/t(beta)', Electron. J. Probab. 13 (2008), 944-960] follow.
引用
收藏
页码：393 / 402
页数：10
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