A Novel Birth and Death Chain Formulation and Solution to a Spatial Queuing Problem

2019 ◽  
Author(s):  
Cheng Hua ◽  
Arthur Swersey

1992 ◽  
Vol 24 (04) ◽  
pp. 795-813 ◽  
Author(s):  
Pablo A. Ferrari ◽  
Servet Martínez ◽  
Pierre Picco

We study conditions for the existence of non-trivial quasi-stationary distributions for the birth-and-death chain with 0 as absorbing state. We reduce our problem to a continued fractions one that can be solved by using extensions of classical results of this theory. We also prove that there exist normalized quasi-stationary distributions if and only if 0 is geometrically absorbing.



2009 ◽  
Vol 46 (2) ◽  
pp. 601-607 ◽  
Author(s):  
Thomas M. Liggett ◽  
Rinaldo B. Schinazi

We propose the following simple stochastic model for phylogenetic trees. New types are born and die according to a birth and death chain. At each birth we associate a fitness to the new type sampled from a fixed distribution. At each death the type with the smallest fitness is killed. We show that if the birth (i.e. mutation) rate is subcritical, we obtain a phylogenetic tree consistent with an influenza tree (few types at any given time and one dominating type lasting a long time). When the birth rate is supercritical, we obtain a phylogenetic tree consistent with an HIV tree (many types at any given time, none lasting very long).



1979 ◽  
Vol 16 (04) ◽  
pp. 709-720 ◽  
Author(s):  
William C. Torrez

In a previous investigation (Torrez (1978)) conditions were given for extinction and instability of a stochastic process (Zn ) evolving in a random environment controlled by an irreducible Markov chain (Yn ) with state space 𝒴 The process (Yn, Zn ) is Markovian with state space 𝒴 × {0,1, ···, N} where 𝒴 = {1,· ··,m} and the marginal process (Zn ) is a birth and death chain on {0,1,· ··,N}, with 0 and N made absorbing, when conditioned on a fixed sequence of environmental states of (Yn ). This paper provides bivariate finite difference methods for calculating (i) P(Zn → 0) when this probability is not one; and (ii) the expected duration of the process Zn. For (i), the cases when the transition probabilities of the (Yn )-conditioned process (Zn ) are non-homogeneous and homogeneous are considered separately. Examples are given to illustrate these methods.



1979 ◽  
Vol 16 (4) ◽  
pp. 709-720 ◽  
Author(s):  
William C. Torrez

In a previous investigation (Torrez (1978)) conditions were given for extinction and instability of a stochastic process (Zn) evolving in a random environment controlled by an irreducible Markov chain (Yn) with state space 𝒴 The process (Yn, Zn) is Markovian with state space 𝒴 × {0,1, ···, N} where 𝒴 = {1,· ··,m} and the marginal process (Zn) is a birth and death chain on {0,1,· ··,N}, with 0 and N made absorbing, when conditioned on a fixed sequence of environmental states of (Yn). This paper provides bivariate finite difference methods for calculating (i) P(Zn → 0) when this probability is not one; and (ii) the expected duration of the process Zn. For (i), the cases when the transition probabilities of the (Yn)-conditioned process (Zn) are non-homogeneous and homogeneous are considered separately. Examples are given to illustrate these methods.





1992 ◽  
Vol 24 (4) ◽  
pp. 795-813 ◽  
Author(s):  
Pablo A. Ferrari ◽  
Servet Martínez ◽  
Pierre Picco

We study conditions for the existence of non-trivial quasi-stationary distributions for the birth-and-death chain with 0 as absorbing state. We reduce our problem to a continued fractions one that can be solved by using extensions of classical results of this theory. We also prove that there exist normalized quasi-stationary distributions if and only if 0 is geometrically absorbing.



2009 ◽  
Vol 43 (7) ◽  
pp. 798-811 ◽  
Author(s):  
Nikolas Geroliminis ◽  
Matthew G. Karlaftis ◽  
Alexander Skabardonis


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