Correlation and variability in birth processes (Q5288007)

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.