On the construction problem for uni-instantaneous bilateral birth-death processes (Q862148)
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scientific article; zbMATH DE number 5121927
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| English | On the construction problem for uni-instantaneous bilateral birth-death processes |
scientific article; zbMATH DE number 5121927 |
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On the construction problem for uni-instantaneous bilateral birth-death processes (English)
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5 February 2007
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A matrix \(Q = (q_{ij} : i, j \in {\mathbb Z}), q_{ij} \in {\mathbb R}\), is called a pre-generator if \(-\infty\leq q_{ii}\leq 0 \leq q_{ij} <\infty , i \neq j\), and \(\sum_{ j\neq i} q_{ij} \leq - q_{ii}\). The existence conditions for the corresponding uni-instantaneous bilateral birth-death \(Q\)- processes and the problem of construction of the processes are investigated. It is noted that the conclusions for the uni-instantaneous bilateral case can not be directly derived from the known results for the unilateral cases.
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denumerable continuous-time homogeneous Markov process
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infinitesimal generator
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0.7970727682113647
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