Conditional Processes Induced by Birth and Death Processes英文文献资料.docVIP

HindawiPublishingCorporation InternationalJournalofMathematicsandMathematicalSciences Volume2010,ArticleID784567,24pages doi:10.1155/2010/784567 ResearchArticle Conditional ProcessesInducedbyBirthand DeathProcesses MasaruIizuka andMatsuyoTomisaki 1 2 1DivisionofMathematics, KyushuDentalCollege,2-6-1Manazuru, Kokurakita-ku, Kitakyushu 803-8580, Japan 2Department ofMathematics, FacultyofScience,NaraWomen’sUniversity, Kita-Uoya Nishimachi, Nara630-8506, Japan Correspondence shouldbeaddressedtoMasaruIizuka,iizuka@kyu-dent.ac.jp Received15February2010;Accepted 10May2010 Academic Editor:AndrewRosalsky Copyright q2010M.IizukaandM.Tomisaki. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction inanymedium,providedtheoriginalworkisproperlycited. Forbirthanddeathprocesses with?nitestatespace,weconsider stochastic processes induced by conditioning onhittingtherightboundarypointbeforehittingtheleftboundarypoint.Wecallthe inducedstochasticprocessestheconditionalprocesses.Weshowthattheconditionalprocessesare againbirthanddeathprocesseswhentherightboundarypointisabsorbing. Ontheotherhand,it isshown thattheconditional processes donothaveMarkov property andtheyarenotbirthand deathprocesseswhentherightboundary pointisre?ecting. 1.Introduction Forone-dimensionaldi?usionprocesseson0,1relatedtodi?usionmodelsinpopulation genetics,Ewens1consideredstochasticprocessesinducedbyconditioningonhittingthe boundary point 1 before hitting the other boundary point 0. The boundary points 0 and 1 are accessible and absorbing boundaries for the di?usion processes that he considered and the induced stochastic processes are again di?usion processes. Then the induced stochasticprocessesarereferredtoastheconditionaldi?usionprocessesbyEwens1see also 2. Motivated by this work, Iizuka et al. 3 were concerned with one-dimensional generalized di?usion