Birth and death processes with absorption (Q1196602)
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English | Birth and death processes with absorption |
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Birth and death processes with absorption (English)
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16 January 1993
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In a stationary birth and death process with birth rates \(\{\lambda_ n\}\) and death rates \(\{\mu_ n\}\), there is a long established spectral representation for the transition probabilities in the case where \(\lambda_ n>0\) for \(n\geq 0\) and \(\mu_ n>0\) for \(n\geq 1\), due to \textit{S. Karlin} and \textit{J. McGregor} [Trans. Am. Math. Soc. 85, 489-546 (1957)]. Here the case \(\lambda_ 0=0\) is covered by a careful study of what happens as \(\lambda_ 0\) tends to zero from above in the Karlin- McGregor representation. Some examples are discussed, and an inequality for Dirichlet polynomials is deduced.
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birth and death process
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spectral representation
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Karlin-McGregor representation
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Dirichlet polynomials
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