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Conditional Processes Induced by Birth and Death Processes
Joint Authors
Iizuka, Masaru
Tomisaki, Matsuyo
Source
International Journal of Mathematics and Mathematical Sciences
Issue
Vol. 2010, Issue 2010 (31 Dec. 2010), pp.1-24, 24 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2010-07-07
Country of Publication
Egypt
No. of Pages
24
Main Subjects
Abstract EN
For birth and death processes with finite state space, we consider stochastic processes induced by conditioning on hitting the right boundary point before hitting the left boundary point.
We call the induced stochastic processes the conditional processes.
We show that the conditional processes are again birth and death processes when the right boundary point is absorbing.
On the other hand, it is shown that the conditional processes do not have Markov property and they are not birth and death processes when the right boundary point is reflecting.
American Psychological Association (APA)
Iizuka, Masaru& Tomisaki, Matsuyo. 2010. Conditional Processes Induced by Birth and Death Processes. International Journal of Mathematics and Mathematical Sciences،Vol. 2010, no. 2010, pp.1-24.
https://search.emarefa.net/detail/BIM-497835
Modern Language Association (MLA)
Iizuka, Masaru& Tomisaki, Matsuyo. Conditional Processes Induced by Birth and Death Processes. International Journal of Mathematics and Mathematical Sciences No. 2010 (2010), pp.1-24.
https://search.emarefa.net/detail/BIM-497835
American Medical Association (AMA)
Iizuka, Masaru& Tomisaki, Matsuyo. Conditional Processes Induced by Birth and Death Processes. International Journal of Mathematics and Mathematical Sciences. 2010. Vol. 2010, no. 2010, pp.1-24.
https://search.emarefa.net/detail/BIM-497835
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-497835