A note on three stochastic processes with immigration

• Autores: Joe Gani, Linda Stals
• Localización: Anziam journal: The Australian & New Zealand industrial and applied mahtematics journal, ISSN 1446-1811, Vol. 48, Nº 3, 2007, págs. 409-418
• Idioma: inglés
• DOI: 10.1017/s1446181100003576
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• Resumen

  • Three stochastic processes, the birth, death and birth-death processes, subject to immigration can be decomposed into the sum of each process in the absence of immigration and an independent process. We examine these independent processes through their probability generating functions (pgfs) and derive their expectations.