IDEAS home Printed from https://ideas.repec.org/a/eee/spapps/v45y1993i2p243-258.html
   My bibliography  Save this article

Linear birth and death processes under the influence of disasters with time-dependent killing probabilities

Author

Listed:
  • Peng, NanFu
  • Pearl, Dennis K.
  • Chan, Wenyaw
  • Bartoszynski, Robert

Abstract

Supercritical linear birth-and-death processes are considered under the influence of disasters that arrive as a renewal process independently of the population size. The novelty of this paper lies in assuming that the killing probability in a disaster is a function of the time that has elapsed since the last disaster. A necessary and sufficient condition for a.s. extinction is found. When catastrophes form a Poisson process, formulas for the Laplace transforms of the expectation and variance of the population size as a function of time as well as moments of the odds of extinction are derived (these odds are random since they depend on the intercatastrophe times). Finally, we study numerical techniques leading to plots of the density of the probability of extinction.

Suggested Citation

  • Peng, NanFu & Pearl, Dennis K. & Chan, Wenyaw & Bartoszynski, Robert, 1993. "Linear birth and death processes under the influence of disasters with time-dependent killing probabilities," Stochastic Processes and their Applications, Elsevier, vol. 45(2), pages 243-258, April.
    • Handle: RePEc:eee:spapps:v:45:y:1993:i:2:p:243-258
    as

    Download full text from publisher

    File URL: http://www.sciencedirect.com/science/article/pii/0304-4149(93)90072-C
    Download Restriction: Full text for ScienceDirect subscribers only
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Hermann, Felix & Pfaffelhuber, Peter, 2020. "Markov branching processes with disasters: Extinction, survival and duality to p-jump processes," Stochastic Processes and their Applications, Elsevier, vol. 130(4), pages 2488-2518.
    2. Di Crescenzo, A. & Giorno, V. & Nobile, A.G. & Ricciardi, L.M., 2008. "A note on birth-death processes with catastrophes," Statistics & Probability Letters, Elsevier, vol. 78(14), pages 2248-2257, October.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:spapps:v:45:y:1993:i:2:p:243-258. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no bibliographic references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/wps/find/journaldescription.cws_home/505572/description#description .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.