English

Stationary distribution for birth and death process with one-side bounded jumps

Probability 2014-07-16 v1

Abstract

In this paper, we study a birth and death process {Nt}t0\{N_t\}_{t\ge0} on positive half lattice, which at each discontinuity jumps at most a distance R1R\ge 1 to the right or exactly a distance 11 to the left. The transitional probabilities at each site are nonhomogeneous. Firstly, sufficient conditions for the recurrence and positive recurrence are presented. Then by the branching structure within random walk with one-side bounded jumps set up in Hong and Wang (2013), the explicit form of the stationary distribution of the process {Nt}t0\{N_t\}_{t\ge0} is formulated.

Keywords

Cite

@article{arxiv.1407.4007,
  title  = {Stationary distribution for birth and death process with one-side bounded jumps},
  author = {Hua-Ming Wang},
  journal= {arXiv preprint arXiv:1407.4007},
  year   = {2014}
}

Comments

6 pages

R2 v1 2026-06-22T05:04:31.947Z