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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

The orthogonal polynomials with recurrence relation \[(\la\_n+\mu\_n-z) F\_n(z)=\mu\_{n+1} F\_{n+1}(z)+\la\_{n-1} F\_{n-1}(z)\] with two kinds of cubic transition rates $\la\_n$ and $\mu\_n,$ corresponding to indeterminate Stieltjes moment…

Mathematical Physics · Physics 2007-05-23 Jacek Gilewicz , Elie Leopold , Andreas Ruffing , Galliano Valent

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

A discrete-time two-dimensional quasi-birth-and-death process (2d-QBD process), $\{{\boldsymbol{Y}}_n\}=\{(X_{1,n},X_{2,n},J_n)\}$, is a two-dimensional skip-free random walk $\{(X_{1,n},X_{2,n})\}$ on $\mathbb{Z}_+^2$ with a supplemental…

Probability · Mathematics 2018-07-23 Toshihisa Ozawa , Masahiro Kobayashi

This paper aims to clarify certain aspects of the relations between birth-death processes, measures solving a Stieltjes moment problem, and sets of parameters defining polynomial sequences that are orthogonal with respect to such a measure.…

Probability · Mathematics 2016-05-19 Erik A. van Doorn

We consider a discrete-time two-dimensional process $\{(L_{1,n},L_{2,n})\}$ on $\mathbb{Z}_+^2$ with a supplemental process $\{J_n\}$ on a finite set, where individual processes $\{L_{1,n}\}$ and $\{L_{2,n}\}$ are both skip free. We assume…

Probability · Mathematics 2017-07-19 Toshihisa Ozawa , Masahiro Kobayashi

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

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

Birth-death processes take place ubiquitously throughout the universe. In general, birth and death rates depend on the system size (corresponding to the number of products or customers undergoing the birth-death process) and thus vary every…

Physics and Society · Physics 2023-07-19 Seong Jun Park , M. Y. Choi

This article studies the quasi-stationary behaviour of multidimensional birth and death processes, modeling the interaction between several species, absorbed when one of the coordinates hits 0. We study models where the absorption rate is…

Probability · Mathematics 2015-08-14 Nicolas Champagnat , Denis Villemonais

We develop a likelihood-based inference for finite-state birth-death processes with composite birth rates, in which multiple distinct mechanisms contribute additively to the total birth intensity. Our main motivating example is an SIS…

Statistics Theory · Mathematics 2026-04-23 Marko Lalovic , Nicos Georgiou , Istvan Z. Kiss

Based on the framework of Plamen Iliev, multivariate Meixner polynomials are constructed explicitly as Birth and Death polynomials. They form the complete set of eigenpolynomials of a birth and death process with the birth and death rates…

Classical Analysis and ODEs · Mathematics 2023-10-10 Ryu Sasaki

In this paper, we introduce and examine a fractional linear birth--death process $N_{\nu}(t)$, $t>0$, whose fractionality is obtained by replacing the time derivative with a fractional derivative in the system of difference-differential…

Probability · Mathematics 2013-03-28 Enzo Orsingher , Federico Polito

A birth and death process is a continuous-time Markov chain with the minimal state space $\mathbb N$, whose transition matrix is standard and whose density matrix is the given birth-death matrix. Birth and death process is unique if and…

Probability · Mathematics 2024-08-20 Liping Li

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

A method to direct evaluation of expectations for Langevin systems (stochastic differential equations) is proposed. The method is based on a birth-death process which is derived using combinations of dummy variables and It{\^o} formula. As…

Computational Physics · Physics 2020-03-20 Jun Ohkubo

The aim of this paper is to give an explicit formula of the invariant distribution of a quasi-birth-and-death process in terms of the block entries of the transition probability matrix using a matrix-valued orthogonal polynomials approach.…

Probability · Mathematics 2015-05-19 Manuel D. de la Iglesia

We consider a birth-death process with the birth rates $i\lambda$ and death rates $i\mu +i(i-1)\theta$, where $i$ is the current state of the process. A positive competition rate $\theta$ is assumed to be small. In the supercritical case…

Probability · Mathematics 2015-06-19 Serik Sagitov , Altynay Shaimerdenova

The classical binomial process has been studied by \citet{jakeman} (and the references therein) and has been used to characterize a series of radiation states in quantum optics. In particular, he studied a classical birth-death process…

Probability · Mathematics 2020-12-11 Dexter O. Cahoy , Federico Polito

In this paper, we consider a generalized birth-death process (GBDP) and examined its linear versions. Using its transition probabilities, we obtain the system of differential equations that governs its state probabilities. The distribution…

Probability · Mathematics 2025-01-16 P. Vishwakarma , K. K. Kataria