Abstract
A recent paper in Advances in Applied Probability (Siegel (1976)) considered the duration of the time Tmn for a linear birth and death process to grow from a (large) initial size m to a larger size n. The main aim was to show that, when the birth rate exceeds the death rate, Tmn is close to its mean value, log n/m, with high probability. This paper establishes this result using much simpler techniques.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
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1. Authors' Reply to the Discussion;Journal of the Royal Statistical Society. Series A (Statistics in Society);1988
2. On conditional passage time structure of birth-death processes;Journal of Applied Probability;1984-03
3. On conditional passage time structure of birth-death processes;Journal of Applied Probability;1984-03