We consider a bilateral birth-death process characterized by a constant transition rate $\lambda$ from even states and a possibly different transition rate $\mu$ 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.
On a bilateral birth-death process with alternating rates
DI CRESCENZO, Antonio;MARTINUCCI, BARBARA
2012
Abstract
We consider a bilateral birth-death process characterized by a constant transition rate $\lambda$ from even states and a possibly different transition rate $\mu$ 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.I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.