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2006 On the construction problem for uni-instantaneous bilateral birth-death processes
Qing-Ping Liu
J. Math. Kyoto Univ. 46(1): 187-229 (2006). DOI: 10.1215/kjm/1250283007
Abstract

Let $E = \{\ldots ,-2,-1, 0, 1, 2, \ldots \}$. Given a uni-instantaneous bilateral birth-death pre-generator matrix $Q = (q_{ij})$ defined on $E \times E$, we investigate the existence conditions for the corresponding birth-death $Q$-processes, and furthermore, construct all the processes when the existence conditions are satisfied. In addition, the uniqueness of the honest $Q$-processes are investigated as well.

Liu: On the construction problem for uni-instantaneous bilateral birth-death processes
Copyright © 2006 Kyoto University
Qing-Ping Liu "On the construction problem for uni-instantaneous bilateral birth-death processes," Journal of Mathematics of Kyoto University 46(1), 187-229, (2006). https://doi.org/10.1215/kjm/1250283007
Published: 2006
Vol.46 • No. 1 • 2006
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