Birth and death processes with absorption

Mourad E. H. Ismail, Jean Letessier and Galliano Valent

International Journal of Mathematics and Mathematical Sciences, 1992, vol. 15, 1-12

Abstract:

Spectral measures and transition probabilities of birth and death processes with λ 0 = μ 0 = 0 are obtained as limite when λ 0 → 0 + of the corresponding quantities. In particular the case of finite population is discussed in full detail. Pure birth and death processes are used to derive an inequality for Dirichlet polynomials.

Date: 1992
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Persistent link: https://EconPapers.repec.org/RePEc:hin:jijmms:826597

DOI: 10.1155/S0161171292000632

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