On the problem of optimal instant observations of the linear birth and death process

DOI10.1016/J.SPL.2015.02.021zbMATH Open1333.60187OpenAlexW2059017645MaRDI QIDQ893907FDOQ893907

A. A. Butov

Publication date: 23 November 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2015.02.021

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zbMATH Keywords

optimizationrandom walkmartingalebirth-and-death processintensityinstant observations

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Sums of independent random variables; random walks (60G50) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Optimal stochastic control (93E20)

Cites Work

• On a problem of necessary and sufficient conditions in the functional central limit theorem for local martingales
• Title not available (Why is that?)
• Quasi-stationary distributions of birth-and-death processes
• Title not available (Why is that?)
• Some Estimates for a One-Dimensional Birth and Death Process in a Random Environment
• Random walks in random environments of a general type
• Title not available (Why is that?)
• Title not available (Why is that?)

Cited In (4)

• Estimating the parameters of distributed productive just-in-time systems
• Stochastic models of simple controlled systems just-in-time
• Title not available (Why is that?)
• Stochastic models of just-in-time systems and windows of vulnerability in terms of the processes of birth and death

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