A note on birth-death processes with catastrophes

A. Di Crescenzo, V. Giorno, A.G. Nobile and L.M. Ricciardi

Statistics & Probability Letters, 2008, vol. 78, issue 14, 2248-2257

Abstract: For a birth-death process defined on the state-space and subject to catastrophes the first effective catastrophe occurrence time is considered. The Laplace transform of its probability density function, expectation and variance are determined.

Date: 2008
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