Linear birth/immigration-death process with binomial catastrophes

نویسندگان

  • Stella Kapodistria
  • Tuan Phung-Duc
  • Jacques Resing
چکیده

In this paper, we study a birth/immigration-death processes under mild (binomial) catastrophes. We obtain explicit expressions for both the time-dependent (transient) and the limiting (equilibrium) factorial moments, which are then used to construct the transient and equilibrium distribution of the population size. We demonstrate that our approach is also applicable to multidimensional systems such as stochastic processes operating under a random environment and other variations of the model at hand. We also obtain various stochastic order results for the number of individuals with respect to the system parameters, as well as the relaxation time.

برای دانلود رایگان متن کامل این مقاله و بیش از 32 میلیون مقاله دیگر ابتدا ثبت نام کنید

ثبت نام

اگر عضو سایت هستید لطفا وارد حساب کاربری خود شوید

منابع مشابه

Evaluating growth measures in an immigration process subject to binomial and geometric catastrophes.

Populations are often subject to the effect of catastrophic events that cause mass removal. In particular, metapopulation models, epidemics, and migratory flows provide practical examples of populations subject to dis asters (e.g., habitat destruction, environmental catastrophes). Many stochastic models have been developed to explain the behavior of these populations. Most of the reported resul...

متن کامل

On Mn(t)/Mn(t)/S queues with catastrophes

The simplest (stationary) queueing models with catastrophes have been studied some years ago, see for instance [1–6, 9]. Namely, when the queue is not empty, catastrophes may occur with the respective rates. The effect of each catastrophe is to make the queue instantly empty. Simultaneously, the system becomes ready to accept new customers. Nonstationary Markovian queueing models (birthdeath pr...

متن کامل

Alternative approaches for the transient analysis of Markov chains with catastrophes

In this paper we present various approaches for the transient analysis of a Markovian population process with total catastrophes. We discuss the pros and the cons of these methodologies and point out how they lead to different tractable extensions. As an illustrating example, we consider the non-homogeneous Poisson process with total catastrophes. The extension of the probabilistic methodologie...

متن کامل

A Probabilistic Proof of Stein's factors

We provide a probabilistic proof of the Stein's factors based on properties of birth and death Markov chains, solving a tantalising puzzle in using Markov chain knowledge to view the celebrated Stein-Chen method for Poisson approximations. This paper complements the work of Barbour (1988) for the case of Poisson random variable approximation. The Stein-Chen method was introduced in Chen (1975) ...

متن کامل

The Moment Approximation of the First–Passage Time For The Birth–Death Diffusion Process with Immigraton to a Moving Linear Barrier

Today, the the development of a mathematical models for population growth of great importance in many fields. The growth and decline of real populations can in many cases be well approximated by the solutions of a stochastic differential equations. However, there are many solutions in which the essentially random nature of population growth should be taken into account. In this paper, we approx...

متن کامل

ذخیره در منابع من


  با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید

عنوان ژورنال:

دوره   شماره 

صفحات  -

تاریخ انتشار 2015