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Families of ν-similar birth-death processes and limiting conditional distributions.

Authors :
Poskrobko, Anna
Girejko, Ewa
Source :
Advances in Difference Equations. 8/1/2015, Vol. 2015 Issue 1, p1-13. 13p.
Publication Year :
2015

Abstract

We study, for a given process $\mathcal{X}$, the conditions under which ν-similarity is provided, relations between similarity and ν-similarity of processes, and we analyze (doubly) limiting conditional distributions. We present sufficient conditions for the existence of at least one ν-similar process to a given one. Moreover, recursive formulas for birth and death rates of ν-similar processes are formulated. We apply differential equations and uniqueness of solutions to such equations to derive the main results of the paper. Finally, an example illustrates the applications of our results. [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
16871839
Volume :
2015
Issue :
1
Database :
Academic Search Index
Journal :
Advances in Difference Equations
Publication Type :
Academic Journal
Accession number :
109217861
Full Text :
https://doi.org/10.1186/s13662-015-0588-2