论文标题
交替的出生死亡过程
Alternating birth-death processes
论文作者
论文摘要
我们考虑在$ \ mathbb {n} _0 $上的连续时间Markov过程,该过程可以解释为在非自治随机环境中的一般性交替出生死亡过程。根据环境的状态,过程要么增加直到环境变化并开始减小,直到环境再次变化为止,并且该过程重新开始以增加,依此类推,或者它的开始下降,或者由于环境变化而逆转了其方向。出生和死亡率取决于出生死亡过程的状态(身高,人口大小),环境的过渡率也取决于出生死亡过程的状态。此外,出生或死亡事件可能会触发环境的立即改变。我们的主要结果是如果系统是奇异的,则可以明确表达固定分布,这也提供了牙术条件。删除零以零的反射边界,我们在此交替出生死亡过程的$ \ mathbb {z} $上获得了一个双面版本,对于合适的参数星座也是ergodic。我们确定固定分布。这个双面版本是经典电报过程的本地不均匀离散空间版本。我们证明,随机环境中的交替出生死亡过程提供了来自不同应用领域的多功能模型。讨论了文献中的示例。
We consider a continuous time Markov process on $\mathbb{N}_0$ which can be interpreted as generalized alternating birth-death process in a non-autonomous random environment. Depending on the status of the environment the process either increases until the environment changes and the process starts to decrease until the environment changes again, and the process restarts to increase, and so on, or its starts decreasing, reversing its direction due to environmental changes, et cetera. The birth and death rates depend on the state (height, population size) of the birth-death process and the environment's transition rates depend on the state of the birth-death process as well. Moreover, a birth or death event may trigger an immediate change of the environment. Our main result is an explicit expression for the stationary distribution if the system is ergodic, providing ergodicity conditions as well. Removing the reflecting boundary at zero we obtain a two-sided version on $\mathbb{Z}$ of this alternating birth-death process, which for suitable parameter constellations is ergodic as well. We determine the stationary distribution. This two-sided version is a locally inhomogeneous discrete space version of the classical telegraph process. We demonstrate that alternating birth-death processes in a random environment provide a versatile class of models from different areas of applications. Examples from the literature are discussed.