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BIRTH-DEATH PROCESSES WITH DISASTER AND INSTANTANEOUS RESURRECTION.

Authors :
Chen, Aanyue
Zhang, Hanjun
Liu, Kai
Rennolls, Keith
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