The condition for extinction by probability one in a birth, death and migration process

1975 ◽  
Vol 7 (1) ◽  
pp. 61-65 ◽  
Author(s):  
Inge S. Helland
Keyword(s):  
Extinction Probability ◽  
Sufficient Condition ◽  
Necessary And Sufficient Condition ◽  
Migration Process ◽  
And Migration ◽  
Necessary And Sufficient ◽  
Birth Death

For the n-dimensional birth, death and migration process with constant rates, Aksland (1975) found a necessary and sufficient condition that the extinction-probability be one. This condition is translated into the form of direct relations between the parameters of the model.

The condition for extinction by probability one in a birth, death and migration process

1975 ◽  
Vol 7 (01) ◽  
pp. 61-65
Author(s):  
Inge S. Helland
Keyword(s):  
Extinction Probability ◽  
Sufficient Condition ◽  
Necessary And Sufficient Condition ◽  
Migration Process ◽  
And Migration ◽  
Necessary And Sufficient ◽  
Birth Death

For the n-dimensional birth, death and migration process with constant rates, Aksland (1975) found a necessary and sufficient condition that the extinction-probability be one. This condition is translated into the form of direct relations between the parameters of the model.

A birth, death and migration process by immigration

1975 ◽  
Vol 7 (01) ◽  
pp. 44-60
Author(s):  
M. Aksland
Keyword(s):  
Sufficient Condition ◽  
Algebraic Equations ◽  
Necessary And Sufficient Condition ◽  
Migration Process ◽  
Immigration Process ◽  
Special Cases ◽  
And Migration ◽  
Necessary And Sufficient ◽  
Sequence Of Functions ◽  
Birth Death

A finite number of colonies, each subject to a simple birth-death and immigration process is studied under the condition of migration between the colonies. Kolmogorov's backward equations for the process are solved for some special cases, and a sequence of functions uniformly converging to the p.g.f. of the process is given for the general case. Further, a set of algebraic equations for the extinction probabilities are studied for the process without immigration, and a necessary and sufficient condition that the extinction probability be one is obtained.

A birth, death and migration process by immigration

1975 ◽  
Vol 7 (1) ◽  
pp. 44-60 ◽  
Author(s):  
M. Aksland
Keyword(s):  
Sufficient Condition ◽  
Algebraic Equations ◽  
Necessary And Sufficient Condition ◽  
Migration Process ◽  
Immigration Process ◽  
Special Cases ◽  
And Migration ◽  
Necessary And Sufficient ◽  
Sequence Of Functions ◽  
Birth Death

A finite number of colonies, each subject to a simple birth-death and immigration process is studied under the condition of migration between the colonies.Kolmogorov's backward equations for the process are solved for some special cases, and a sequence of functions uniformly converging to the p.g.f. of the process is given for the general case. Further, a set of algebraic equations for the extinction probabilities are studied for the process without immigration, and a necessary and sufficient condition that the extinction probability be one is obtained.

Stochastic monotonicity of birth–death processes

1980 ◽  
Vol 12 (01) ◽  
pp. 59-80 ◽  
Author(s):  
Erik A. Van Doorn
Keyword(s):  
Initial Distribution ◽  
Unit Vector ◽  
Death Process ◽  
Sufficient Condition ◽  
Necessary And Sufficient Condition ◽  
Stochastic Monotonicity ◽  
Initial State ◽  
Distribution Vector ◽  
Necessary And Sufficient ◽  
Birth Death

A birth–death process {x(t): t ≥ 0} with state space the set of non-negative integers is said to be stochastically increasing (decreasing) on the interval (t 1, t 2) if Pr {x(t) > i} is increasing (decreasing) with t on (t 1, t 2) for all i = 0, 1, 2, ···. We study the problem of finding a necessary and sufficient condition for a birth–death process with general initial state probabilities to be stochastically monotone on an interval. Concrete results are obtained when the initial distribution vector of the process is a unit vector. Fundamental in the analysis, and of independent interest, is the concept of dual birth–death processes.

scholarly journals Weak convergence of conditioned birth-death processes in discrete time

1997 ◽  
Vol 34 (01) ◽  
pp. 46-53
Author(s):  
Pauline Schrijner ◽  
Erik A. Van Doorn
Keyword(s):  
Weak Convergence ◽  
Discrete Time ◽  
Transition Probabilities ◽  
Death Process ◽  
Sufficient Condition ◽  
Necessary And Sufficient Condition ◽  
Absorbing State ◽  
Limiting Behaviour ◽  
Necessary And Sufficient ◽  
Birth Death

We consider a discrete-time birth-death process on the non-negative integers with −1 as an absorbing state and study the limiting behaviour asn →∞ of the process conditioned on non-absorption until timen.By proving that a condition recently proposed by Martinez and Vares is vacuously true, we establish that the conditioned process is always weakly convergent when all self-transition probabilities are zero. In the aperiodic case we obtain a necessary and sufficient condition for weak convergence.

Stochastic monotonicity of birth–death processes

1980 ◽  
Vol 12 (1) ◽  
pp. 59-80 ◽  
Author(s):  
Erik A. Van Doorn
Keyword(s):  
Initial Distribution ◽  
Unit Vector ◽  
Death Process ◽  
Sufficient Condition ◽  
Necessary And Sufficient Condition ◽  
Stochastic Monotonicity ◽  
Initial State ◽  
Distribution Vector ◽  
Necessary And Sufficient ◽  
Birth Death

A birth–death process {x(t): t ≥ 0} with state space the set of non-negative integers is said to be stochastically increasing (decreasing) on the interval (t1, t2) if Pr {x(t) > i} is increasing (decreasing) with t on (t1, t2) for all i = 0, 1, 2, ···. We study the problem of finding a necessary and sufficient condition for a birth–death process with general initial state probabilities to be stochastically monotone on an interval. Concrete results are obtained when the initial distribution vector of the process is a unit vector. Fundamental in the analysis, and of independent interest, is the concept of dual birth–death processes.

scholarly journals Weak convergence of conditioned birth-death processes in discrete time

1997 ◽  
Vol 34 (1) ◽  
pp. 46-53 ◽  
Author(s):  
Pauline Schrijner ◽  
Erik A. Van Doorn
Keyword(s):  
Weak Convergence ◽  
Discrete Time ◽  
Transition Probabilities ◽  
Death Process ◽  
Sufficient Condition ◽  
Necessary And Sufficient Condition ◽  
Absorbing State ◽  
Limiting Behaviour ◽  
Necessary And Sufficient ◽  
Birth Death

We consider a discrete-time birth-death process on the non-negative integers with −1 as an absorbing state and study the limiting behaviour as n → ∞ of the process conditioned on non-absorption until time n. By proving that a condition recently proposed by Martinez and Vares is vacuously true, we establish that the conditioned process is always weakly convergent when all self-transition probabilities are zero. In the aperiodic case we obtain a necessary and sufficient condition for weak convergence.

A Proposed Framework Emphasizing Auditor Reliability over Auditor Independence

2003 ◽  
Vol 17 (3) ◽  
pp. 257-266 ◽  
Author(s):  
Mark H. Taylor ◽  
F. Todd DeZoort ◽  
Edward Munn ◽  
Martha Wetterhall Thomas
Keyword(s):  
Public Interest ◽  
Auditor Independence ◽  
Public Confidence ◽  
Sufficient Condition ◽  
Necessary And Sufficient Condition ◽  
Accounting Profession ◽  
The Public ◽  
Necessary And Sufficient

This paper introduces an auditor reliability framework that repositions the role of auditor independence in the accounting profession. The framework is motivated in part by widespread confusion about independence and the auditing profession's continuing problems with managing independence and inspiring public confidence. We use philosophical, theoretical, and professional arguments to argue that the public interest will be best served by reprioritizing professional and ethical objectives to establish reliability in fact and appearance as the cornerstone of the profession, rather than relationship-based independence in fact and appearance. This revised framework requires three foundation elements to control subjectivity in auditors' judgments and decisions: independence, integrity, and expertise. Each element is a necessary but not sufficient condition for maximizing objectivity. Objectivity, in turn, is a necessary and sufficient condition for achieving and maintaining reliability in fact and appearance.

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