A basic result on the integral for birth-death Markov processes.
In this paper a regenerative argument is used to derive an expression for the expectation of the integral under the stochastic path of a birth-death Markov process up to extinction time as well as for the expected time to extinction. Some applications to classical-birth-death processes are given.
Hernández-Suárez
C M
CM
CGIC-Universidad de Colima, Mexico. cmh2@cgic.ucol.mx
Castillo-Chavez
C
C
D001723:Birth Rate; D003198:Computer Simulation; D006801:Humans; D016015:Logistic Models; D008390:Markov Chains; D008954:Models, Biological; D009010:Monte Carlo Method; D009026:Mortality; D016012:Poisson Distribution; D013598:Systems Theory