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A note on three stochastic processes with immigration

Gani, Joseph; Stals, Linda

Description

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.

CollectionsANU Research Publications
Date published: 2007
Type: Journal article
URI: http://hdl.handle.net/1885/36401
Source: Australian and New Zealand Industrial and Applied Mathematics

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