We consider a bilateral birth-death process having sigmoidal-type rates. A thorough discussion on its transient behaviour is given, which includes studying symmetry properties of the transition probabilities, finding conditions leading to their bimodality, determining mean and variance of the process, and analyzing absorbtion problems in the presence of 1 or 2 boundaries. In particular, thanks to the symmetry properties we obtain the avoiding transition probabilities in the presence of a pair of absorbing boundaries, expressed as a series.

On a symmetric, nonlinear birth-death process with bimodal transition probabilities

DI CRESCENZO, Antonio;MARTINUCCI, BARBARA
2009-01-01

Abstract

We consider a bilateral birth-death process having sigmoidal-type rates. A thorough discussion on its transient behaviour is given, which includes studying symmetry properties of the transition probabilities, finding conditions leading to their bimodality, determining mean and variance of the process, and analyzing absorbtion problems in the presence of 1 or 2 boundaries. In particular, thanks to the symmetry properties we obtain the avoiding transition probabilities in the presence of a pair of absorbing boundaries, expressed as a series.
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11386/2292766
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