Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1155201 | Statistics & Probability Letters | 2008 | 7 Pages |
Abstract
A pure birth Markov chain is a continuous time Markov chain {Z(t):tâ¥0} with state space Sâ¡{0,1,2,â¦} such that for each iâ¥0 the chain stays in state i for a random length of time that is exponentially distributed with mean λiâ1 and then jumps to (i+1). Suppose b(â
) is a function from (0,â)â(0,â) that is nondecreasing and ââ. This paper addresses the two questions: (1) Given {λi}iâ¥0 what is the growth rate of Z(t)? (2) Given b(â
) does there exist {λi} such that Z(t) grows at rate b(t)?
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
K.B. Athreya,