Birth-death processes with disaster and instantaneous resurrection


Autoria(s): Chen, A.; Zhang, H. J.; Liu, K.; Rennolls, K.
Contribuinte(s)

C.C. Heyde

Data(s)

01/01/2004

Resumo

A new structure with the special property that instantaneous resurrection and mass disaster are imposed on an ordinary birth-death process is considered. Under the condition that the underlying birth-death process is exit or bilateral, we are able to give easily checked existence criteria for such Markov processes. A very simple uniqueness criterion is also established. All honest processes are explicitly constructed. Ergodicity properties for these processes are investigated. Surprisingly, it can be proved that all the honest processes are not only recurrent but also ergodic without imposing any extra conditions. Equilibrium distributions are then established. Symmetry and reversibility of such processes are also investigated. Several examples are provided to illustrate our results.

Identificador

http://espace.library.uq.edu.au/view/UQ:68096

Idioma(s)

eng

Publicador

Applied Probability Trust

Palavras-Chave #Statistics & Probability #Birth-death Process #Disaster #Instantaneous Resurrection #Unstable Continuous-time Markov Chain #Existence #Uniqueness #Recurrence #Ergodicity #Equilibrium #Distribution #Symmetry #Reversibility #Markov Branching-processes #Immigration #C1 #230202 Stochastic Analysis and Modelling #780101 Mathematical sciences
Tipo

Journal Article