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Transient analysis of the subordinated chain of a state dependent pure birth process | Andrea Monsellato
; | Date: |
1 Sep 2011 | Abstract: | Consider a pure birth process with intensities $lambda_{k}=frac{1}{1+k}$,
with $k=0,1,2,...$, we show that the subordinated chain is assimilable to a
Bernoullian scheme with dependent successes probabilities, also we show a
direct link with a degenerate Polya urn replacement scheme cite{Janson}. We
compute explicitly transition probabilities, by generating function method, of
the subordinated chain and give some interesting bounds using the
emph{centering sequence} approach proposed by MacDiarmid
cite{McDiarmidcentering}. | Source: | arXiv, 1109.0180 | Services: | Forum | Review | PDF | Favorites |
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