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The spatial symmetry property of truncated birth-death processes studied in Di Crescenzo [6] is extended to a wider family of continuous-time Markov chains. We show that it yields simple expressions for first-passage-time densities and…

Probability · Mathematics 2007-05-23 Antonio Di Crescenzo , Annapatrizia Nastro

A method yielding simple relationships among bilateral birth-and-death processes is outlined. This allows one to relate birth and death rates of two processes in such a way that their transition probabilities, first-passage-time densities…

Probability · Mathematics 2008-03-11 Antonio Di Crescenzo

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 derive the conditions for recurrence and transience for time-inhomogeneous birth-and-death processes considered as random walks with positively biased drifts. We establish a general result, from which the earlier known particular results…

Probability · Mathematics 2023-05-11 Vyacheslav M. Abramov

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

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

The paper studies the counting process arising as a subset of births and deaths in a birth--death process on a finite state space. Whenever a birth or death occurs, the process is incremented or not depending on the outcome of an…

Probability · Mathematics 2026-01-13 Daryl. J. Daley , Yoni Nazarathy , Jiesen Wang

We consider the well-known problem of the computation of the (limiting) time-dependent performance characteristics of one-dimensional continuous-time birth and death processes on $\mathbb{Z}$ with time varying and possible state-dependent…

Probability · Mathematics 2021-10-18 Yacov Satin , Rostislav Razumchik , Alexander Zeifman , Ivan Kovalev

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

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

Spatial birth and death processes are obtained as solutions of a system of stochastic equations. The processes are required to be locally finite, but may involve an infinite population over the full (noncompact) type space. Conditions are…

Probability · Mathematics 2007-05-23 Nancy L. Garcia , Thomas G. Kurtz

The paper considers a continuous-time birth-death process where the jump rate has an asymptotically polynomial dependence on the process position. We obtain a rough exponential asymptotics for the probability of excursions of a re-scaled…

Probability · Mathematics 2018-06-26 N. D. Vvedenskaya , A. V. Logachov , Y. M. Suhov , A. A. Yambartsev

Analytical solutions for time-inhomogeneous linear birth-death processes with immigration are derived. While time-inhomogeneous linear birth-death processes without immigration have been studied by using a generating function approach, the…

Mathematical Physics · Physics 2014-09-05 Jun Ohkubo

In this paper one presents the extension of the transient analysis of the class of continuous-time birth and death processes defined on non-negative integers with special transitions from and to the origin. From the origin transitions can…

We consider birth-and-death processes of objects (animals) defined in ${\bf Z}^d$ having unit death rates and random birth rates. For animals with uniformly bounded diameter we establish conditions on the rate distribution under which the…

Probability · Mathematics 2007-05-23 Roberto Fernandez , Pablo A. Ferrari , Gustavo R. Guerberoff

Spatial birth-and-death processes with time dependent rates are obtained as solutions to certain stochastic equations. The existence, uniqueness, uniqueness in law and the strong Markov property of unique solutions are proven when the…

Probability · Mathematics 2022-04-22 Viktor Bezborodov , Luca Di Persio

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

This paper is focused on a class of spatial birth and death process of the Euclidean space where the birth rate is constant and the death rate of a given point is the shot noise created at its location by the other points of the current…

Probability · Mathematics 2014-09-01 Francois Baccelli , Fabien Mathieu , Ilkka Norros

We study two time-changed variants of the birth-death process with catastrophe where the time-changing components are the first hitting times of the stable subordinator and the tempered stable subordinator. For both the processes, we derive…

Probability · Mathematics 2026-02-10 Kuldeep Kumar Kataria , Rohini Bhagwanrao Pote

For a birth-death process subject to catastrophes, defined on the state-space $S=\{r,r+1,r+2,...\}$, with $r$ a positive integer or zero, the first-visit time to a state $k\in S$ is considered and the Laplace transform of its probability…

Probability · Mathematics 2007-05-23 A. Di Crescenzo , V. Giorno , A. G. Nobile , L. M. Ricciardi
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