A one-dimensional birth and death process in random environment

1989 ◽  
Vol 6 (1) ◽  
pp. 97-109 ◽  
Author(s):  
Kiyoshi Kawazu
1981 ◽  
Vol 18 (01) ◽  
pp. 19-30 ◽  
Author(s):  
Robert Cogburn ◽  
William C. Torrez

A generalization to continuous time is given for a discrete-time model of a birth and death process in a random environment. Some important properties of this process in the continuous-time setting are stated and proved including instability and extinction conditions, and when suitable absorbing barriers have been defined, methods are given for the calculation of extinction probabilities and the expected duration of the process.


2002 ◽  
Vol 166 ◽  
pp. 93-115
Author(s):  
Kanji Ichihara

AbstractA birth and death process in a time-dependent random environment is introduced. We will discuss the recurrence and transience properties for the process.


1987 ◽  
Vol 24 (04) ◽  
pp. 965-977 ◽  
Author(s):  
Ilze Ziedins

We discuss the quasi-stationary distribution obtained when a simple birth and death process is conditioned on never exceeding K. An application of this model to one-dimensional circuit-switched communication networks is described, and some special cases examined.


1987 ◽  
Vol 24 (4) ◽  
pp. 965-977 ◽  
Author(s):  
Ilze Ziedins

We discuss the quasi-stationary distribution obtained when a simple birth and death process is conditioned on never exceeding K. An application of this model to one-dimensional circuit-switched communication networks is described, and some special cases examined.


1981 ◽  
Vol 18 (1) ◽  
pp. 19-30 ◽  
Author(s):  
Robert Cogburn ◽  
William C. Torrez

A generalization to continuous time is given for a discrete-time model of a birth and death process in a random environment. Some important properties of this process in the continuous-time setting are stated and proved including instability and extinction conditions, and when suitable absorbing barriers have been defined, methods are given for the calculation of extinction probabilities and the expected duration of the process.


1980 ◽  
Vol 17 (1) ◽  
pp. 259-264 ◽  
Author(s):  
Grant Ritter

By making the time parameters of a birth and death process random variables, we create a continuous-time analogue of random walk in a random environment. Criteria for recurrence or transience are discussed and an a.s. convergence law is determined.


1990 ◽  
Vol 27 (3) ◽  
pp. 491-498 ◽  
Author(s):  
Claude Lefèvre ◽  
György Michaletzky

Recently, Ball and Donnelly (1987) investigated the nature of the interparticle dependence in a death process with non-linear rates. In this note, after some remarks on their result, a similar problem is examined for a linear death process where the death rate per particle is a monotone function of the current state of a random environment. It is proved that if the exterior process involved is a homogeneous birth-and-death process valued in ℕ, then the survival times of any subset of particles are positively upper orthant dependent. A simple example shows that this property is not valid for general exterior processes.


Sign in / Sign up

Export Citation Format

Share Document