Families of birth-death processes with similar time-dependent behaviour (Q4529145)

A birth-death process \({\mathcal X}\) is considered taking values in \({\mathcal N}=\{ 0,1,\ldots \}\) with birth rates \(\{ \lambda_n\), \(n\in{\mathcal N} \}\) and death rates \(\{ \mu_n, n\in{\mathcal N} \}\), but allows the death rate in state \(0\) to be positive, so that escape from \(\mathcal N\) is possible. The numbers \[ \pi_0\equiv 1, \quad \pi_n=\frac{\lambda_0\lambda_1\ldots\lambda_{n-1}}{\mu_1\mu_2\ldots\mu_n},\;n=1,2,\ldots , \] are named potential coefficients. Let \({\mathcal X}\) and \(\widetilde{\mathcal X}\) be two such processes with transition functions \(\{p_{ij}(t)\}\) and \(\{\widetilde p_{ij}(t)\}\). The process \(\widetilde{\mathcal X}\) is said to be \(\nu\)-similar to the process \({\mathcal X}\) if for all \(i,j \in \mathcal N\) there are constants \(c_{ij}\) and \(\nu\) such that \(\widetilde p_{ij}(t)=c_{ij}e^{\nu t}p_{ij}(t)\) for all \(t\geq 0\). The main result of the article is: If \({\mathcal X}\) and \(\widetilde{\mathcal X}\) are birth-death processes such that \(\widetilde{\mathcal X}\) is \(\nu\)-similar to \({\mathcal X}\), then their birth and death rates are related as \[ \widetilde \lambda_n + \widetilde \mu_n =\lambda_n +\mu_n -\nu, \quad \widetilde \lambda_n\widetilde \mu_{n+1}=\lambda_n\mu_{n+1}, \quad n \in \mathcal N , \] while their transition functions satisfy \[ \widetilde p_{ij}(t)=\sqrt{\frac{\pi_i\widetilde \pi_j}{\widetilde\pi_i\pi_j}}e^{\nu t} p_{ij}(t), \quad i,j\in \mathcal N , \;t\geq 0. \] Some properties of families of \(\nu\)-similar birth-death processes are described. There are presented important particular cases of \(0\)-similar (or similar) birth-death processes and important examples of such sorts of processes.