Browsing by Author "PENG, NF"

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LINEAR BIRTH AND DEATH PROCESSES UNDER THE INFLUENCE OF DISASTERS WITH TIME-DEPENDENT KILLING PROBABILITIES
(1993-04-01)
PENG, NF
;
PEARL, DK
;
CHAN, WY
;
BARTOSZYNSKI, R
;
應用數學系
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.