An inverse problem in birth and death processes

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Article ID:	iaor20002965
Country:	United Kingdom
Volume:	38
Issue:	1
Start Page Number:	33
End Page Number:	40
Publication Date:	Jul 1999
Journal:	Computers & Mathematics with Applications
Authors:	Parthasarathy P.R., Lenin R.B.
Keywords:	stochastic processes

Abstract:

An inverse problem of constructing birth and death processes {X(t)} on finite state space {0, 1, 2, ..., N} is considered. Given a set of 2N+1, distinct, nonnegative real numbers one of which is zero, say 0=s0<z1<s2<…<zN<sN, a procedure is established to obtain the birth and death rates of a birth and death process. This technique is illustrated numerically.

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