Conditional Processes Induced by Birth and Death Processes
نویسندگان
چکیده
منابع مشابه
Conditional Processes Induced by Birth and Death Processes
For birth and death processes with finite state space, we consider stochastic processes induced by conditioning on hitting the right boundary point before hitting the left boundary point. We call the induced stochastic processes the conditional processes. We show that the conditional processes are again birth and death processes when the right boundary point is absorbing. On the other hand, it ...
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In a recent paper [16], one of us identified all of the quasi-stationary distributions for a non-explosive, evanescent birth-death process for which absorption is certain, and established conditions for the existence of the corresponding limiting conditional distributions. Our purpose is to extend these results in a number of directions. We shall consider separately two cases depending on wheth...
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ژورنال
عنوان ژورنال: International Journal of Mathematics and Mathematical Sciences
سال: 2010
ISSN: 0161-1712,1687-0425
DOI: 10.1155/2010/784567