Birth-death processes with killing

Erik A. van Doorn and Alexander I. Zeifman

Statistics & Probability Letters, 2005, vol. 72, issue 1, 33-42

Abstract: The purpose of this note is to point out that Karlin and McGregor's integral representation for the transition probabilities of a birth-death process on a semi-infinite lattice with an absorbing bottom state remains valid if one allows the possibility of absorption into the bottom state from any other state. Conditions for uniqueness of the minimal transition function are also given.

Keywords: Karlin-McGregor; representation; Orthogonal; polynomials; Transition; function; Transition; probabilities; State-dependent; killing; rate; Total; catastrophe (search for similar items in EconPapers)
Date: 2005
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Citations: View citations in EconPapers (2)

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