We study two time-changed variants of the birth-death process with catastrophe where the time-changing components are the first hitting times of the stable subordinator and the tempered stable subordinator. For both the processes, we derive the governing system of fractional differential equations for their state probabilities. The Laplace transforms of these state probabilities are obtained in terms of those of the corresponding time-changed birth-death processes without catastrophes. We obtain the distribution of catastrophe occurrence times as well as the sojourn times within non-zero states. We study distributional properties of the first visit time to state zero in a particular case. Also, the first occurrence time of an effective catastrophe is studied. Moreover, we study the time-changed linear birth-death processes with catastrophes, derive the explicit expressions for its state probabilities, expectation and variance. For a specific case, we compare the expectation plots across different parameter values and provide an algorithm for simulating sample paths with illustrative plots.
We prove that under certain general conditions on the birth and death rates the Lebesgue-Poisson measure is a maximal irreducibility measure for the spatial birth-and-death process.
We consider a multidimensional inhomogeneous birth-death process (BDP) and obtain bounds on the rate of convergence for the corresponding one-dimensional processes.
This paper considers the cycle maximum in birth-death processes as a stepping stone to characterisation of the cycle maximum in single queues and open Kelly-Whittle networks of queues. For positive recurrent birth-death processes we show that the sequence of sample maxima is stochastically compact. For transient birth-death processes we show that the sequence of sample maxima conditioned on the maximum being finite is stochastically compact. We show that the Markov chain recording the total number of customers in a Kelly-Whittle network is a birth-death process with birth and death rates deter…
The purpose of this note is twofold: firstly to improve the known results on variation of extreme eigenvalues of birth and death matrices and random walk matrices; and secondly to progress towards the solution of a thirty years old open problem concerning the variation of eigenvalues of these matrices. Keywords: Birth and death matrices, random walk matrices, eigenvalues, monotonicity
In this paper we study strong solutions of some non-local difference-differential equations linked to a class of birth-death processes arising as discrete approximations of Pearson diffusions by means of a spectral decomposition in terms of orthogonal polynomials and eigenfunctions of some non-local derivatives. Moreover, we give a stochastic representation of such solutions in terms of time-changed birth-death processes and study their invariant and their limit distribution. Finally, we describe the correlation structure of the aforementioned time-changed birth-death processes.
In this paper I shall give the complete solution of the equations governing the bilateral birth and death process on path set $\mathbb{R}_q=\{q^n,\quad n\in\mathbb{Z}\}$ in which the birth and death rates $λ_n=q^{2ν-2n}$ and $μ_n=q^{-2n}$ where $0<q<1$ and $ν>-1$ . The mathematical methods employed here are based on $q$-Bessel Fourier analysis.
A sufficient condition is obtained for a discrete-time birth-death process to possess the strong ratio limit property, directly in terms of the one-step transition probabilities of the process. The condition encompasses all previously known sufficient conditions.
The paper considers a continuous-time birth-death process where the jump rate has an asymptotically polynomial dependence on the process position. We obtain a rough exponential asymptotics for the probability of excursions of a re-scaled process contained within a neighborhood of a given continuous non-negative function.
We consider a continuous time Markov process on $\mathbb{N}_0$ which can be interpreted as generalized alternating birth-death process in a non-autonomous random environment. Depending on the status of the environment the process either increases until the environment changes and the process starts to decrease until the environment changes again, and the process restarts to increase, and so on, or its starts decreasing, reversing its direction due to environmental changes, et cetera. The birth and death rates depend on the state (height, population size) of the birth-death process and the envi…
For birth-and-death processes, we show that every initial distribution is reproduced from the first hitting time distribution. The reproduction is done by applying to the distribution function a differential operator defined through the eigenfunction of the generator. Using the spectral theory for generalized second-order differential operators, we study asymmetric random walks.
This article investigates second order intertwinings between semigroups of birth-death processes and discrete gradients on the space of natural integers N. It goes one step beyond a recent work of Chafa{ï} and Joulin which establishes and applies to the analysis of birth-death semigroups a first order intertwining. Similarly to the first order relation, the second order intertwining involves birth-death and Feynman-Kac semigroups and weighted gradients on N, and can be seen as a second derivative relation. As our main application, we provide new quantitative bounds on the Stein factors of disc…
We present normal approximation results at the process level for local functionals defined on dynamic Poisson processes in $\mathbb{R}^d$. The dynamics we study here are those of a Markov birth-death process. We prove functional limit theorems in the so-called thermodynamic regime. Our results are applicable to several functionals of interest in the stochastic geometry literature, including subgraph and component counts in the random geometric graphs.
In this article, we provide different representations for a time-fractional birth and death process $N_α(t)$, whose transition probabilities are governed by a time-fractional system of differential equations. More specifically, we present two equivalent characterizations for its trajectories: the first one as a time-changed classic birth and death process, whereas the second one is a Markov renewal process. Also, we provide results for the asymptotic behavior of the process conditioned not to be killed. The most important is that the concept of quasi-limiting distribution and quasi-stationary …
Lattice birth-and-death Markov dynamics of particle systems with spins from the set of non-negative integers are constructed as unique solutions to certain stochastic equations. Pathwise uniqueness, strong existence, Markov property and joint uniqueness in law are proven, and a martingale characterization of the process is given. Sufficient conditions for the existence of an invariant distribution are formulated in terms of Lyapunov functions. We apply obtained results to discrete analogs of the Bolker--Pacala--Dieckmann--Law model and an aggregation model.
We study a Markov birth-and-death process on a space of locally finite configurations, which describes an ecological model with a density dependent fecundity regulation mechanism. We establish existence and uniqueness of this process and analyze its properties. In particular, we show global time-space boundedness of the population density and, using a constructed Foster-Lyapunov-type function, we study return times to certain level sets of tempered configurations. We find also sufficient conditions that the degenerate invariant distribution is unique for the considered process.
The paper disproves a basic theorem on quasi-birth-and-death processes given in [M. F. Neuts (1995). Matrix Geometric Solutions in Stochastic Models: An Algorithmic Approach. Dover, New York].
