Conditional processes induced by birth and death processes
type: Item
instance of: scholarly article
title: Conditional processes induced by birth and death processes
zbMATH Open document ID: 1202.60139
DOI: 10.1155/2010/784567
author: Masaru Iizuka
author: Matsuyo Tomisaki
published in: International Journal of Mathematics and Mathematical Sciences
publication date: 2010-09-28T00:00:00Z
full work available at URL: https://eudml.org/doc/229093
review text: 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.
Mathematics Subject Classification ID: 60J80
zbMATH DE Number: 5792483
zbMATH Keywords: birth and death processes
zbMATH Keywords: conditioning on hitting the right boundary point before hitting the left boundary
zbMATH Keywords: conditional processes
Wikidata QID: Q58651431
MaRDI profile type: Publication
OpenAlex ID: W2169434444
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description: scientific article; zbMATH DE number 5792483