This paper deals with the regenerative reliability system in terms of the birth and death process n(t). Using the first transition time between two fixed states, the conservative breakdown process a(t) of the system is defined in such a way that the system falls into the breakdown state when n(t) attains the upper limit state and falls into the working state when n(t) attains the lower limit st...

Birth-death processes track the size of a univariate population, but many biological systems involve interaction between populations, necessitating models for two or more populations simultaneously. A lack of efficient methods for evaluating finite-time transition probabilities of bivariate processes, however, has restricted statistical inference in these models. Researchers rely on computation...

1 Description of the Model This case study is analog to the one described in [2]. We considered a system consisting of a fixed number of m processors and an infinite queue for storing job requests. The processing speed of a processor is described by the rate γ, while λ describes the incoming rate of new jobs. If a new job arrives while at least one processor is idle, the job will be processed d...

A new stochastic epidemic model, that is, a general continuous time birth and death chain model, is formulated based on a deterministic model including vaccination. We use continuous time Markov chain to construct the birth and death process. Through the Kolmogorov forward equation and the theory of moment generating function, the corresponding population expectations are studied. The theoretic...

In this paper we analyse the phenomenon of \bistability" in nite population evolutionary dynamics, especially with regard to recombination. Bistability, where the steady-state population distribution depends on the initial state of the population, has recently been observed in an (innnite population) quasi-species model of viral recombination Boerlijst et al., 1996]. We analyse a comparable nit...

The birth/death process with mutation describes the evolution of a population, and displays rich dynamics including clustering and fluctuations. We discuss an analytical 'field-theoretical' approach to the birth/death process, using a simple dimensional analysis argument to describe evolution as a 'super-Brownian motion' in the infinite population limit. The field theory technique provides corr...

Abstract. We study the decay parameter (the rate of convergence of the transition probabilities) of a birth-death process on {0, 1, . . . }, which we allow to evanesce by escape, via state 0, to an absorbing state -1. Our main results are representations for the decay parameter under four different scenarios, derived from a unified perspective involving Karlin and McGregor’s representation for ...

We consider ordinary and conditional first passage times in a general birth–death process. Under existence conditions, we derive closed-form expressions for the kth order moment of the defined random variables, k ≥ 1. We also give an explicit condition for a birth–death process to be ergodic degree 3. Based on the obtained results, we analyze some applications for Markovian queueing systems. In...

This paper presents a more general class of MAP/MAP/1 exhaustive vacation queue, in which the Markov modulated arrival and service processes are dependent. This model class requires the evaluation of the busy period of quasi birth death process with arbitrary initial level, which is a new analysis element. The model is analyzed by applying matrix analytic methods for the underlying quasi birth ...

Aiming at reduction of complexity, this work is concerned with two-time-scale Markov chains and applications to quasi-birth-death queues. Asymptotic expansions of probability vectors are constructed and justified. Lumping all states of the Markov chain in each subspace into a single state, an aggregated process is shown to converge to a continuous-time Markov chain whose generator is an average...