A basic result on the integral for birth-death Markov processes.by: CM Hernández-Suárez, C Castillo-Chavez
Math Biosci, Vol. 161, No. 1-2. (October 1999), pp. 95-104.
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AbstractIn 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.
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