Geodesic
On the moments in nonhomogeneous birth, immigration and death processes
Applications of Mathematics, Tome 15 (1970) no. 1, pp. 31-40
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Several internal relations in the form of equalities and inequalities between the first three general moments in nonhomogeneous processes: birth-death process, birth process, death process, birth-immigration-death process and immigration-death process are derived.
Several internal relations in the form of equalities and inequalities between the first three general moments in nonhomogeneous processes: birth-death process, birth process, death process, birth-immigration-death process and immigration-death process are derived.
DOI : 10.21136/AM.1970.103265
Classification : 60-67 
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Horálek, Vratislav. On the moments in nonhomogeneous birth, immigration and death processes. Applications of Mathematics, Tome 15 (1970) no. 1, pp. 31-40. doi: 10.21136/AM.1970.103265

[1] M. S. Bartlett: An Introduction to Stochastic Processes with Special Reference to Methods and Applications. Cambridge University Press 1955. | MR | Zbl

[2] V. Horálek: On some types of nonhomogeneous birth-immigration-death processes. Aplikace matematiky 9 (1964), 421-434. | MR

[3] V. Horálek: Nonhomogeneous birth-death processes with constant ratio of rates. Aplikace matematiky 11 (1966), 296-302. | MR

[4] D. G. Kendall: On the generalized birth and death process. Ann. Math. Statistics 19 (1948), 1-15. | DOI | MR | Zbl

[5] J. E. Parzen: Stochastic Processes. Holden-Day, San Francisco, 1964, 2nd Edit. | MR

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