A note on three stochastic processes with immigration

J. Gani; L. Stals

doi:10.1017/s1446181100003576

A note on three stochastic processes with immigration

J. Gani, L. Stals^*

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

3 Citations (Scopus)

Abstract

Three stochastic processes, the birth, death and birth-death processes, subject to immigration can be decomposed into the sum of each process in the absence of immigration and an independent process. We examine these independent processes through their probability generating functions (pgfs) and derive their expectations.

Original language	English
Pages (from-to)	409-418
Number of pages	10
Journal	ANZIAM Journal
Volume	48
Issue number	3
DOIs	https://doi.org/10.1017/s1446181100003576
Publication status	Published - Jan 2007

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title = "A note on three stochastic processes with immigration",

abstract = "Three stochastic processes, the birth, death and birth-death processes, subject to immigration can be decomposed into the sum of each process in the absence of immigration and an independent process. We examine these independent processes through their probability generating functions (pgfs) and derive their expectations.",

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KW - Death and birth-death processes with immigration

KW - Expectation

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A note on three stochastic processes with immigration

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