On a Symmetric, Nonlinear Birth-Death Process with Bimodal Transition Probabilities 英文参考文献.docVIP

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On a Symmetric, Nonlinear Birth-Death Process with Bimodal Transition Probabilities 英文参考文献.doc

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On a Symmetric, Nonlinear Birth-Death Process with Bimodal Transition Probabilities 英文参考文献

Symmetry2009,1,201-214;doi:10.3390/sym1020201 OPENACCESS symmetry ISSN2073-8994 /journal/symmetry Article OnaSymmetric,NonlinearBirth-DeathProcesswithBimodal TransitionProbabilities AntonioDiCrescenzo andBarbaraMartinucci ? DipartimentodiMatematicaeInformatica,Universit`adiSalerno,ViaPontedonMelillo,I-84084 Fisciano(SA),Italy;E-Mail:bmartinucci@unisa.it ? Authortowhomcorrespondenceshouldbeaddressed;E-Mail:adicrescenzo@unisa.it; Tel.:+39-089-963349;Fax:+39-089-963303. Received:23October2009/Accepted:24November2009/Published:26November2009 Abstract: We consider a bilateral birth-death process having sigmoidal-type rates. A thoroughdiscussiononitstransientbehaviourisgiven,whichincludesstudyingsymmetry properties of the transition probabilities, ?nding conditions leading to their bimodality, determining mean and variance of the process, and analyzing absorption problems in the presenceof1or2boundaries.Inparticular,thankstothesymmetrypropertiesweobtainthe avoidingtransitionprobabilitiesinthepresenceofapairofabsorbingboundaries,expressed asaseries. Keywords:bilateralprocesses;transitionprobabilities;?rst-passage-time;absorption Classi?cation:MSC 60J80,60G40 1. Introduction Modeling physical phenomena by means of bimodal densities has recently been used in various contextsinvolvingdichotomicsystems[1–3]. Usuallythistaskisperformedbyresortingtomixtures ofunimodaldensities, suchasmixturesofGaussiandensities[4,5]orofinverseGaussiandensities [6]. However,inmanycasesthephysicalmotivationsoftheconsideredmodelsdonotjustifytheuse ofpreassignedmixtures,whichratheremergeinthepresenceofanunderlyingrandomselection. This impliestheneedofconstructingstochasticsystemsthatareintrinsicallybimodal. Accordingly,inthis paperweaimtodiscusssomepropertiesofabilateralbirth-deathprocesscharacterizedbynonlinear Symmetry2009,1 202 rates, namelyofsigmoidalform, whosetransitionprobabilitiesarebimodal. Werecallthatthelarge interestonbirth-deathprocessesinbiomathematicsismainlydu