Lie algebraic discussions for time-inhomogeneous linear birth-death processes with immigration

DOI10.1007/S10955-014-1068-XMaRDI QIDQ478448zbMATHOpenAlexFDO

Authors Jun Ohkubo

Publication date 3 December 2014

Published in Journal of Statistical Physics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1404.5085

zbMATH Keywords

Lie algebraDoi-Peliti methodtime-inhomogeneous birth-death processesWei-Norman method

Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Lie algebras and Lie superalgebras (17B99)

Abstract: Analytical solutions for time-inhomogeneous linear birth-death processes with immigration are derived. While time-inhomogeneous linear birth-death processes without immigration have been studied by using a generating function approach, the processes with immigration are here analyzed by Lie algebraic discussions. As a result, a restriction for time-inhomogeneity of the birth-death process is understood from the viewpoint of the finiteness of the dimensionality of the Lie algebra.

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Cited in

(5)

• On some integral equations for the evaluation of first-passage-time densities of time-inhomogeneous birth-death processes
• Reaction diffusion systems and extensions of quantum stochastic processes
• Lie algebra solution of population models based on time-inhomogeneous Markov chains
• The Wei-Norman method for the infinite-server queue with phase-type arrivals
• Analytical time-dependent distributions for two common signaling systems

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