A multispecies birth-death-immigration process and its diffusion approximation

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Publication:281884

DOI10.1016/J.JMAA.2016.04.059zbMATH Open1338.60211arXiv1405.4312OpenAlexW2344423484MaRDI QIDQ281884FDOQ281884


Authors: Antonio Di Crescenzo, Barbara Martinucci, A. Rhandi Edit this on Wikidata


Publication date: 11 May 2016

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Abstract: We consider an extended birth-death-immigration process defined on a lattice formed by the integers of d semiaxes joined at the origin. When the process reaches the origin, then it may jumps toward any semiaxis with the same rate. The dynamics on each ray evolves according to a one-dimensional linear birth-death process with immigration. We investigate the transient and asymptotic behavior of the process via its probability generating function. The stationary distribution, when existing, is a zero-modified negative binomial distribution. We also study a diffusive approximation of the process, which involves a diffusion process with linear drift and infinitesimal variance on each ray. It possesses a gamma-type transient density admitting a stationary limit. As a byproduct of our study, we obtain a closed form of the number of permutations with a fixed number of components, and a new series form of the polylogarithm function expressed in terms of the Gauss hypergeometric function.


Full work available at URL: https://arxiv.org/abs/1405.4312




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