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BIRTH-DEATH PROCESSES WITH DISASTER AND INSTANTANEOUS RESURRECTION.
- Source :
- Advances in Applied Probability; Mar2004, Vol. 36 Issue 1, p267-293, 26p
- Publication Year :
- 2004
-
Abstract
- A new structure with the special property that instantaneous resurrection and mass disaster are imposed on an ordinary birth-death process is considered. Under the condition that the underlying birth-death process is exit or bilateral, we are able to give easily checked existence criteria for such Markov processes. A very simple uniqueness criterion is also established. All honest processes are explicitly constmcted. Ergodicity properties for these processes are investigated. Surprisingly, it can be proved that all the honest processes are not only recurrent but also ergodic without imposing any extra conditions. Equilibrium distributions are then established. Symmetry and reversibility of such processes are also investigated. Several examples are provided to illustrate our results. [ABSTRACT FROM AUTHOR]
Details
- Language :
- English
- ISSN :
- 00018678
- Volume :
- 36
- Issue :
- 1
- Database :
- Complementary Index
- Journal :
- Advances in Applied Probability
- Publication Type :
- Academic Journal
- Accession number :
- 12872549
- Full Text :
- https://doi.org/10.1239/aap/1077134473