| Title:
|
On the moments in nonhomogeneous birth, immigration and death processes (English) |
| Author:
|
Horálek, Vratislav |
| Language:
|
English |
| Journal:
|
Aplikace matematiky |
| ISSN:
|
0373-6725 |
| Volume:
|
15 |
| Issue:
|
1 |
| Year:
|
1970 |
| Pages:
|
31-40 |
| Summary lang:
|
English |
| Summary lang:
|
Czech |
| . |
| Category:
|
math |
| . |
| Summary:
|
Several internal relations in the form of equalities and inequalities between the first three general moments in nonhomogeneous processes: birth-death process, birth process, death process, birth-immigration-death process and immigration-death process are derived. () |
| MSC:
|
60-67 |
| idZBL:
|
Zbl 0201.21502 |
| idMR:
|
MR0256472 |
| DOI:
|
10.21136/AM.1970.103265 |
| . |
| Date available:
|
2008-05-20T17:46:57Z |
| Last updated:
|
2020-07-28 |
| Stable URL:
|
http://hdl.handle.net/10338.dmlcz/103265 |
| . |
| Reference:
|
[1] M. S. Bartlett: An Introduction to Stochastic Processes with Special Reference to Methods and Applications.Cambridge University Press 1955. Zbl 0068.11801, MR 0068772 |
| Reference:
|
[2] V. Horálek: On some types of nonhomogeneous birth-immigration-death processes.Aplikace matematiky 9 (1964), 421-434. MR 0185678 |
| Reference:
|
[3] V. Horálek: Nonhomogeneous birth-death processes with constant ratio of rates.Aplikace matematiky 11 (1966), 296-302. MR 0214152 |
| Reference:
|
[4] D. G. Kendall: On the generalized birth and death process.Ann. Math. Statistics 19 (1948), 1-15. Zbl 0032.17604, MR 0024091, 10.1214/aoms/1177730285 |
| Reference:
|
[5] J. E. Parzen: Stochastic Processes.Holden-Day, San Francisco, 1964, 2nd Edit. MR 0139192 |
| . |
