Integral Functionals of Birth and Death Processes and Related Limiting Distributions
From MaRDI portal
Publication:5592719
DOI10.1214/aoms/1177697087zbMath0196.20403OpenAlexW2080756904MaRDI QIDQ5592719
Publication date: 1970
Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177697087
Asymptotic distribution theory in statistics (62E20) Central limit and other weak theorems (60F05) Stochastic integrals (60H05) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Applications of queueing theory (congestion, allocation, storage, traffic, etc.) (60K30)
Related Items (10)
Integrals for continuous-time Markov chains. ⋮ Two Types ofRG-Factorizations of Quasi-birth-and-death Processes and Their Applications to Stochastic Integral Functionals ⋮ A system of integro-differential-difference equations in risk theory, using compound birth-death processes ⋮ Strong approximations for epidemic models ⋮ Moments of integral-type downward functionals for single death processes ⋮ A simple approach to the integrals under three stochastic processes ⋮ A basic result on the integral for birth-death Markov processes ⋮ On linear birth-death processes with multiple births ⋮ Optimal vaccination policies for stochastic epidemics among a population of households ⋮ Two other views of the traditional net risk premium rate
This page was built for publication: Integral Functionals of Birth and Death Processes and Related Limiting Distributions