The indeterminate rate problem for birth-death processes
A birth-death process is completely determined by its set of rates if and only if this set satisfies a certain condition C, say. If for a set of rates R the condition C is not fulfilled, then the problem arises of characterizing all birth-death processes which have rate set R (the indeterminate rate problem associated with R). We show that the characterization may be effected by means of the decay parameter, and we determine the set of possible values for the decay parameter in terms of R. A fundamental role in our analysis is played by a duality concept for rate sets, which, if the pertinent rate sets satisfy C, obviously leads to a duality concept for birth-death processes. The latter can be stated in a form which suggests the possibility of extension in the context of indeterminate rate problems. This, however, is shown to be only partially true.
- Indeterminate moment problems related to birth and death processes with quartic rates
- Birth-death processes with killing
- An orthogonal-polynomial approach to first-hitting times of birth-death processes
- Shell polynomials and dual birth-death processes
- scientific article; zbMATH DE number 3903700 (Why is no real title available?)
- Birth and Death (BDP) Process Models with Applications
This page was built for publication: The indeterminate rate problem for birth-death processes
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1080562)
