A birth-death process suggested by a chain sequence
We consider a birth-death process whose birth and death rates are suggested by a chain sequence. We use an elegant transformation to find the transition probabilities in a Simple closed form. We also find an explicit expression for time-dependent mean. We find parallel results in discrete time. Finally, we show that the processes under investigation are transient, and hence, the stationary distribution does not exist. (C) 2000 Elsevier Science Ltd. All rights reserved.
chain sequence chebyshev polynomials transient behaviour