For a birth–death process defined on the state-space and subject to catastrophes the first effective catastrophe occurrence time is considered. The Laplace transform of its probability density function, expectation and variance are determined.
A note on birth-death processes with catastrophes / A., DI CRESCENZO; V., Giorno; A. G., Nobile; Ricciardi, LUIGI MARIA. - In: STATISTICS & PROBABILITY LETTERS. - ISSN 0167-7152. - STAMPA. - 78:14(2008), pp. 2248-2257. [10.1016/j.spl.2008.01.093]
A note on birth-death processes with catastrophes
RICCIARDI, LUIGI MARIA
2008
Abstract
For a birth–death process defined on the state-space and subject to catastrophes the first effective catastrophe occurrence time is considered. The Laplace transform of its probability density function, expectation and variance are determined.File in questo prodotto:
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