A note on three stochastic processes with immigration
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.
|Collections||ANU Research Publications|
|Source:||Australian and New Zealand Industrial and Applied Mathematics|
|01_Gani_A_note_on_three_stochastic_2007.pdf||101.2 kB||Adobe PDF||Request a copy|
Items in Open Research are protected by copyright, with all rights reserved, unless otherwise indicated.