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In this paper we review some results on time-homogeneous birth-death processes. Specifically, for truncated birth-death processes with two absorbing or two reflecting endpoints, we recall the necessary and sufficient conditions on the…

Probability · Mathematics 2015-09-09 Antonio Di Crescenzo , Barbara Martinucci

This paper concentrates on the general birth-death processes with two different types of catastrophes. The Laplace transform of transition probability function for birth-death processes with two-type catastrophes are is successfully…

Probability · Mathematics 2024-04-09 Junping Li

We consider a bilateral birth-death process characterized by a constant transition rate $\lambda$ from even states and a possibly different transition rate $\mu$ from odd states. We determine the probability generating functions of the even…

Probability · Mathematics 2013-10-23 Antonio Di Crescenzo , Antonella Iuliano , Barbara Martinucci

A birth-death process is a continuous-time Markov chain that counts the number of particles in a system over time. In the general process with $n$ current particles, a new particle is born with instantaneous rate $\lambda_n$ and a particle…

Populations and Evolution · Quantitative Biology 2012-10-11 Forrest W. Crawford , Marc A. Suchard

In this review, we discuss the applications of the theory of birth-and-death processes to problems in biology, primarily, those of evolutionary genomics. The mathematical principles of the theory of these processes are briefly described.…

Quantitative Methods · Quantitative Biology 2007-05-23 Artem S. Novozhilov , Georgy P. Karev , Eugene V. Koonin

We use methods from combinatorics and algebraic statistics to study analogues of birth-and-death processes that have as their state space a finite subset of the $m$-dimensional lattice and for which the $m$ matrices that record the…

Probability · Mathematics 2010-01-14 Steven N. Evans , Bernd Sturmfels , Caroline Uhler

Birth-death processes track the size of a univariate population, but many biological systems involve interaction between populations, necessitating models for two or more populations simultaneously. A lack of efficient methods for…

Computation · Statistics 2017-08-08 Lam Si Tung Ho , Jason Xu , Forrest W. Crawford , Vladimir N. Minin , Marc A. Suchard

The simple (linear) birth-and-death process is a widely used stochastic model for describing the dynamics of a population. When the process is observed discretely over time, despite the large amount of literature on the subject, little is…

Numerical Analysis · Mathematics 2022-01-06 Alberto Pessia , Jing Tang

We consider the spectral analysis of several examples of bilateral birth-death processes and compute explicitly the spectral matrix and the corresponding orthogonal polynomials. We also use the spectral representation to study some…

Probability · Mathematics 2021-06-01 Manuel D. de la Iglesia

We consider a continuous time Markov process on $\mathbb{N}_0$ which can be interpreted as generalized alternating birth-death process in a non-autonomous random environment. Depending on the status of the environment the process either…

Probability · Mathematics 2020-05-13 Hans Daduna

In this paper I shall give the complete solution of the equations governing the bilateral birth and death process on path set $\mathbb{R}_q=\{q^n,\quad n\in\mathbb{Z}\}$ in which the birth and death rates $\lambda_n=q^{2\nu-2n}$ and…

Probability · Mathematics 2021-06-29 Lazhar Dhaouadi

We study a fractional birth-death process with state dependent birth and death rates. It is defined using a system of fractional differential equations that generalizes the classical birth-death process introduced by Feller (1939). We…

Probability · Mathematics 2024-10-24 K. K. Kataria , P. Vishwakarma

In this article, we provide different representations for a time-fractional birth and death process $N_{\alpha}(t)$, whose transition probabilities are governed by a time-fractional system of differential equations. More specifically, we…

Probability · Mathematics 2020-04-30 Jorge Littin

Duality relations between continuous-state and discrete-state stochastic processes with continuous-time have already been studied and used in various research fields. We propose extended duality relations, which enable us to derive…

Statistical Mechanics · Physics 2013-09-04 Jun Ohkubo

Given a birth-death process on $\mathbb {N}$ with semigroup $(P_t)_{t\geq0}$ and a discrete gradient ${\partial}_u$ depending on a positive weight $u$, we establish intertwining relations of the form ${\partial}_uP_t=Q_t\,{\partial}_u$,…

Probability · Mathematics 2013-12-12 Djalil Chafaï , Aldéric Joulin

It has been known for a long time that for birth-and-death processes started in zero the first passage time of a given level is distributed as a sum of independent exponentially distributed random variables, the parameters of which are the…

Probability · Mathematics 2010-12-22 Jan M. Swart

We consider a multidimensional inhomogeneous birth-death process (BDP) and obtain bounds on the rate of convergence for the corresponding one-dimensional processes.

Probability · Mathematics 2019-03-11 A. I. Zeifman , Y. A. Satin , K. M. Kiseleva , V. Yu. Korolev

We propose a general method to obtain approximation of the first passage time distribution for the birth-death processes. We rely on the general properties of birth-death processes, Keilson's theorem and the concept of Riemann sum to obtain…

Statistical Finance · Quantitative Finance 2019-07-05 Aleksejus Kononovicius , Vygintas Gontis

A new derivation method of duality relations in stochastic processes is proposed. The current focus is on the duality between stochastic differential equations and birth-death processes. Although previous derivation methods have been based…

Statistical Mechanics · Physics 2019-06-12 Jun Ohkubo , Yuuki Arai

Stochastic kinetic models are often used to describe complex biological processes. Typically these models are analytically intractable and have unknown parameters which need to be estimated from observed data. Ideally we would have…

Computation · Statistics 2018-03-13 Richard J. Boys , Holly F. Ainsworth , Colin S. Gillespie
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