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A basic result on the integral for birth-death Markov processes.

Abstract

In this paper a regenerative argument is used to derive an expression for the expectation of the integral under the stochastic path of a birth-death Markov process up to extinction time as well as for the expected time to extinction. Some applications to classical-birth-death processes are given.

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BibTeXRIS

C M Hernández-Suárez, C Castillo-Chavez. 1999. A basic result on the integral for birth-death Markov processes.. https://doi.org/10.1016/s0025-5564(99)00034-6

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