کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1155201 958452 2008 7 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Growth rates for pure birth Markov chains
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات آمار و احتمال
پیش نمایش صفحه اول مقاله
Growth rates for pure birth Markov chains
چکیده انگلیسی
A pure birth Markov chain is a continuous time Markov chain {Z(t):t≥0} with state space S≡{0,1,2,…} such that for each i≥0 the chain stays in state i for a random length of time that is exponentially distributed with mean λi−1 and then jumps to (i+1). Suppose b(⋅) is a function from (0,∞)→(0,∞) that is nondecreasing and ↑∞. This paper addresses the two questions: (1) Given {λi}i≥0 what is the growth rate of Z(t)? (2) Given b(⋅) does there exist {λi} such that Z(t) grows at rate b(t)?
ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Statistics & Probability Letters - Volume 78, Issue 12, 1 September 2008, Pages 1534-1540
نویسندگان
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