The linear birth and death process: An analytical method for evaluating the probability distribution (Q1901274)

The well-known linear birth and death process is considered. It is taken the moment generating function of the above process [\textit{N. T. J. Bailey}, ``The elements of stochastic processes with applications to natural sciences'' (1964; Zbl 0127.11203)] and there are given well-known explicit forms for probabilities of the process [see \textit{W. Feller}, ``An introduction to probability theory and its applications''. Vol. I (1950; Zbl 0039.13201), Chapter XVII] in the case when the process started from \(N_0\) particles (it needs to convolve \(N_0\) times the distribution of one started from 1 particle). The traditional proof is interpreted in terms of Dirac delta functions.