Correlation and variability in birth processes

DOI10.2307/3214838MaRDI QIDQ5288007zbMATH OpenOpenAlexFDO

Authors Peter Donnelly, Thomas G. Kurtz, Paul Marjoram

Publication date 30 August 1993

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.2307/3214838

zbMATH Keywords

Faddy conjecturemultidimensional birth processespure birth processes

Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)

Review text

The authors study pure birth processes with birth rates \(\lambda_ i\) such that \(\sum\lambda_ i^{-1}=\infty\). \textit{M. J. Faddy} [Adv. Appl. Probab. 22, No. 2, 480-483 (1990; Zbl 0702.60073)] introduced the quantity \[ V(t)=\text{Var}(X(t))/\bigl(E(X(t))\cdot(E(X(t))/X(0)- 1)\bigr),\;t>0, \] and conjectured that \(V(t)\geq 1\) \((V(t)\leq 1)\) for all \(t>0\) if the sequence \(\{\lambda_ i\}\) is convex (concave). For example in the case of the linear sequence \(V(t)=1\), the authors prove the Faddy conjecture and obtain some correlation statements for the respective multidimensional birth processes.

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