Integer valued Markov processes and exponential families

Bernard Ycart

Statistics & Probability Letters, 1992, vol. 14, issue 1, 71-78

Abstract: We characterize all continuous-time Markov Processes on the set of integers such that their distribution at any instant is in a natural exponential family with one parameter. A complete description of birth and death processes having this property is given. They include linear growth birth and death processes as well as new examples which are explicitly treated. AMS 1980 Subject Classifications: 60J25, 62E10

Keywords: Markov; processes; exponential; families; birth; and; death; processes (search for similar items in EconPapers)
Date: 1992
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