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Quasi-stationary distributions for birth-death processes with killing 外文参考文献
QUASI-STATIONARYDISTRIBUTIONSFORBIRTH-DEATH
PROCESSESWITHKILLING
PAULINECOOLEN-SCHRIJNER ANDERIKA.VANDOORN
Received9January2006;Revised9June2006;Accepted28July2006
TheKarlin-McGregorrepresentationforthetransitionprobabilitiesofabirth-deathpro-
cesswithanabsorbing bottomstateinvolvesasequenceoforthogonal polynomials and
thecorresponding measure.Thisrepresentationcanbegeneralizedtoasettinginwhich
atransitiontotheabsorbingstate(killing)ispossiblefromanystateratherthanjustone
state.Thepurposeofthispaperistoinvestigatetowhatextentpropertiesofbirth-death
processes,inparticularwithregardtotheex
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