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...
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| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Wiley
2010-01-01
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| Series: | International Journal of Mathematics and Mathematical Sciences |
| Online Access: | http://dx.doi.org/10.1155/2010/784567 |
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