Abstract
In this paper, we study birth/immigration-death processes under mild (binomial) catastrophes. We obtain explicit expressions for both the time-dependent (transient) and the limiting (equilibrium) factorial moments, which are then used to construct the transient and equilibrium distribution of the population size. We demonstrate that our approach is also applicable to multidimensional systems such as stochastic processes operating under a random environment and other variations of the model at hand. We also obtain various stochastic order results for the number of individuals with respect to the system parameters, as well as the relaxation time.
Keywords: birth-death processes; catastrophes; time-dependent and equilibrium moments; equilibrium distribution; relaxation time
Original language | English |
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Pages (from-to) | 79-111 |
Journal | Probability in the Engineering and Informational Sciences |
Volume | 30 |
Issue number | 1 |
DOIs | |
Publication status | Published - Jan 2016 |