Author:
Cattiaux Patrick,Fischer Jens,Rœlly Sylvie,Sindayigaya Samuel
Abstract
AbstractIn this paper we introduce new birth-and-death processes with partial catastrophe and study some of their properties. In particular, we obtain some estimates for the mean catastrophe time, and the first and second moments of the distribution of the process at a fixed time t. This is completed by some asymptotic results.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability