The asymptotic behaviour of a divergent linear birth and death process

1978 ◽  
Vol 15 (1) ◽  
pp. 187-191 ◽  
Author(s):  
John Haigh

A recent paper in Advances in Applied Probability (Siegel (1976)) considered the duration of the time Tmn for a linear birth and death process to grow from a (large) initial size m to a larger size n. The main aim was to show that, when the birth rate exceeds the death rate, Tmn is close to its mean value, log n/m, with high probability. This paper establishes this result using much simpler techniques.

1978 ◽  
Vol 15 (01) ◽  
pp. 187-191 ◽  
Author(s):  
John Haigh

A recent paper in Advances in Applied Probability (Siegel (1976)) considered the duration of the time Tmn for a linear birth and death process to grow from a (large) initial size m to a larger size n. The main aim was to show that, when the birth rate exceeds the death rate, Tmn is close to its mean value, log n/m, with high probability. This paper establishes this result using much simpler techniques.


1995 ◽  
Vol 32 (01) ◽  
pp. 274-277
Author(s):  
John Coffey

A new stochastic predator-prey model is introduced. The predator population X(t) is described by a linear birth-and-death process with birth rate λ 1 X and death rate μ 1 X. The prey population Y(t) is described by a linear birth-and-death process in which the birth rate is λ 2 Y and the death rate is . It is proven that and iff


1995 ◽  
Vol 32 (1) ◽  
pp. 274-277 ◽  
Author(s):  
John Coffey

A new stochastic predator-prey model is introduced. The predator population X(t) is described by a linear birth-and-death process with birth rate λ1X and death rate μ1X. The prey population Y(t) is described by a linear birth-and-death process in which the birth rate is λ2Y and the death rate is . It is proven that and iff


1977 ◽  
Vol 14 (04) ◽  
pp. 675-688 ◽  
Author(s):  
Byron J. T. Morgan ◽  
B. Leventhal

The linear birth-and-death process is elaborated to allow the elements of the process to live as members of linear clusters which have the possibility of breaking up. For the supercritical case, expressions, based on an approximation, are derived for the mean numbers of clusters of the various sizes as time → ∞. These expressions compare very well with exact solutions obtained by the method of Runge-Kutta. Exact solutions for the mean values for all time are given for when the death rate is zero.


1977 ◽  
Vol 14 (4) ◽  
pp. 675-688 ◽  
Author(s):  
Byron J. T. Morgan ◽  
B. Leventhal

The linear birth-and-death process is elaborated to allow the elements of the process to live as members of linear clusters which have the possibility of breaking up. For the supercritical case, expressions, based on an approximation, are derived for the mean numbers of clusters of the various sizes as time → ∞. These expressions compare very well with exact solutions obtained by the method of Runge-Kutta. Exact solutions for the mean values for all time are given for when the death rate is zero.


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.


1976 ◽  
Vol 8 (02) ◽  
pp. 315-338 ◽  
Author(s):  
Martha J. Siegel

We consider a birth and death process with Q-matrix of rates q m,m + 1 = mβ, q m,m − 1 = mδ, qm,m = – m(β + δ) and qm,n = 0 otherwise. We assume that 0 < δ < β and β – δ = 1. The asymptotic behavior of first-arrival time at state n given that the process is at state m at time zero is expressed in terms of polynomials and it is shown that if m < n and m is large that the first-arrival time is close to log n/m with high probability.


1990 ◽  
Vol 27 (03) ◽  
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.


1976 ◽  
Vol 8 (2) ◽  
pp. 315-338 ◽  
Author(s):  
Martha J. Siegel

We consider a birth and death process with Q-matrix of rates qm,m + 1 = mβ, qm,m − 1 = mδ, qm,m = – m(β + δ) and qm,n = 0 otherwise. We assume that 0 < δ < β and β – δ = 1. The asymptotic behavior of first-arrival time at state n given that the process is at state m at time zero is expressed in terms of polynomials and it is shown that if m < n and m is large that the first-arrival time is close to log n/m with high probability.


1975 ◽  
Vol 7 (01) ◽  
pp. 28-43 ◽  
Author(s):  
Andrew D. Barbour

The paper examines those continuous time Markov processes Z(·) on the positive integers which have the ‘skip free upwards’ property, with regard to their asymptotic behaviour in the event of Z(t) tending to infinity. The behaviour is characterised in terms of the convergence or divergence of an appropriate function of Z(t), and the description is improved by central limit and iterated logarithm theorems. The conditions of the theorems are expressed entirely in terms of the matrix Q of instantaneous transition rates for Z(·). The method is applied, by way of example, to the super-critical linear birth and death process.


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