An inverse problem in birth and death processes
β Scribed by P.R. Parthasarathy; R.B. Lenin
- Publisher
- Elsevier Science
- Year
- 1999
- Tongue
- English
- Weight
- 430 KB
- Volume
- 38
- Category
- Article
- ISSN
- 0898-1221
No coin nor oath required. For personal study only.
β¦ Synopsis
An inverse problem of constructing birth and death processes {X(t)} on finite state space {0, 1, 2 .... , N} is considered. Given a set of 2N + 1, distinct, nonnegative real numbers one of which is zero, say 0 ~ SO < Zl < 82 < "'" < ZN < SN~ a procedure is established to obtain the birth and death rates of a birth and death process so that N P(X(t) = O) = E j=o N I] (zi --s D i=l N I1 (si --sj) i=O,i~Β£j e-Sit and other transient system size probabilities. This technique is illustrated numerically. (~) 1999 Elsevier Science Ltd. All rights reserved.
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