Conditional Processes Induced by Birth and Death Processes | Zendy

Masaru Iizuka | Zendy; Matsuyo Tomisaki | Zendy

AI Assistant Blog Pricing

Home ZAIA Blog

Open Access

Conditional Processes Induced by Birth and Death Processes

Author(s) -

Masaru Iizuka,

Matsuyo Tomisaki

Publication year - 2010

Publication title -

international journal of mathematics and mathematical sciences

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.21

H-Index - 39

eISSN - 1687-0425

pISSN - 0161-1712

DOI - 10.1155/2010/784567

Subject(s) - mathematics , hitting time , boundary (topology) , birth–death process , markov process , state space , markov chain , point (geometry) , point process , space (punctuation) , mathematical analysis , statistics , computer science , demography , geometry , population , sociology , operating system

For birth and death processes with finite state space, we consider stochasticprocesses induced by conditioning on hitting the right boundary point beforehitting the left boundary point. We call the induced stochastic processes theconditional processes. We show that the conditional processes are again birthand death processes when the right boundary point is absorbing. On the otherhand, it is shown that the conditional processes do not have Markov propertyand they are not birth and death processes when the right boundary point isreflecting

The content you want is available to Zendy users.

Already have an account? Click here to sign in.

Having issues? You can contact us here

Accelerating Research