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

页码：393 / 402

页数：10

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