Conditional Processes Induced by Birth and Death Processes
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 a...
Saved in:
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Wiley
2010-01-01
|
| Series: | International Journal of Mathematics and Mathematical Sciences |
| Online Access: | http://dx.doi.org/10.1155/2010/784567 |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
| Summary: | 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. |
|---|---|
| ISSN: | 0161-1712 1687-0425 |