Bell Polynomial Approach for Time-Inhomogeneous Linear Birth–Death Process with Immigration

Abstract

We considered the time-inhomogeneous linear birth–death processes with immigration. For these processes closed form expressions for the transition probabilities were obtained in terms of the complete Bell polynomials. The conditional mean and the conditional variance were explicitly evaluated. Several time-inhomogeneous processes were studied in detail in view of their potential applications in population growth models and in queuing systems. A time-inhomogeneous linear birth–death processes with finite state-space was also taken into account. Special attention was devoted to the cases of periodic immigration intensity functions that play an important role in the description of the evolution of dynamic systems influenced by seasonal immigration or other regular environmental cycles. Various numerical computations were performed for periodic immigration intensity functions.