Conditional Processes Induced by Birth and Death Processes

Masaru Iizuka and Matsuyo Tomisaki

International Journal of Mathematics and Mathematical Sciences, 2010, vol. 2010, 1-24

Abstract:

For birth and death processes with finite state space, we consider stochastic processes induced by conditioning on hitting the right boundary point before hitting the left boundary point. We call the induced stochastic processes the conditional processes. We show that the conditional processes are again birth and death processes when the right boundary point is absorbing. On the other hand, it is shown that the conditional processes do not have Markov property and they are not birth and death processes when the right boundary point is reflecting.

Date: 2010
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://downloads.hindawi.com/journals/IJMMS/2010/784567.pdf (application/pdf)
http://downloads.hindawi.com/journals/IJMMS/2010/784567.xml (text/xml)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:hin:jijmms:784567

DOI: 10.1155/2010/784567

Access Statistics for this article

More articles in International Journal of Mathematics and Mathematical Sciences from Hindawi
Bibliographic data for series maintained by Mohamed Abdelhakeem ().