Birth-death processes with killing

被引：25

作者：

van Doorn, EA

Zeifman, AI

机构：

[1] Univ Twente, Dept Appl Math, NL-7500 AE Enschede, Netherlands

[2] CEMI RAS, Vologda Sci Coordinate Ctr, Vologda, Russia

[3] Vologda State Pedagog Univ, Vologda, Russia

来源：

STATISTICS & PROBABILITY LETTERS | 2005年 / 72卷 / 01期

关键词：

Karlin-McGregor representation; orthogonal polynomials; transition function; transition probabilities; state-dependent killing rate; total catastrophe;

D O I：

10.1016/j.spl.2004.11.020

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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. (c) 2005 Elsevier B.V. All rights reserved.

引用

页码：33 / 42

页数：10

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