On a bilateral birth-death process with alternating rates

被引：6
作者：
Antonio Di Crescenzo
Antonella Iuliano
Barbara Martinucci
机构：
[1] Dipartimento di Matematica, Università di Salerno, 84084 Fisciano, SA
来源：
Ricerche di Matematica | 2012年 / 61卷 / 1期
关键词：
Alternating rates; Birth-death processes; Probability generating functions; Symmetry; Transition probabilities;
D O I：
10.1007/s11587-011-0122-0
中图分类号：
学科分类号：
摘要：
We consider a bilateral birth-death process characterized by a constant transition rate λ from even states and a possibly different transition rate μ from odd states. We determine the probability generating functions of the even and odd states, the transition probabilities, mean and variance of the process for arbitrary initial state. Some features of the birth-death process confined to the non-negative integers by a reflecting boundary in the zero-state are also analyzed. In particular, making use of a Laplace transform approach we obtain a series form of the transition probability from state 1 to the zero-state. © 2011 Università degli Studi di Napoli Federico II"."
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页码：157 / 169
页数：12
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