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

DOI10.1016/J.SPL.2015.02.021MaRDI QIDQ893907zbMATH OpenOpenAlexFDO

Authors 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

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)

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Cites work

• scientific article; zbMATH DE number 3148801 (Why is no real title available?)
• scientific article; zbMATH DE number 850334 (Why is no real title available?)
• scientific article; zbMATH DE number 3390061 (Why is no real title available?)
• On a problem of necessary and sufficient conditions in the functional central limit theorem for local martingales
• Quasi-stationary distributions in linear birth and death processes
• Quasi-stationary distributions of birth-and-death processes
• Random walks in random environments of a general type
• Some Estimates for a One-Dimensional Birth and Death Process in a Random Environment

Cited in

(5)

• Estimating the parameters of distributed productive just-in-time systems
• Locally optimal designs for the simple death process
• Stochastic models of simple controlled systems just-in-time
• scientific article; zbMATH DE number 3843025 (Why is no real title available?)
• Stochastic models of just-in-time systems and windows of vulnerability in terms of the processes of birth and death

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