Birth-death processes with disaster and instantaneous resurrection

Citation
Chen, Anyue et al., Birth-death processes with disaster and instantaneous resurrection, Advances in applied probability , 36(1), 2004, pp. 267-292
ISSN journal
00018678
Volume
36
Issue
1
Year of publication
2004
Pages
267 - 292
Database
ACNP
SICI code
Abstract
A new structure with the special property that instantaneous resurrection and mass disaster are imposed on an ordinary birth-death process is considered. Under the condition that the underlying birth-death process is exit or bilateral, we are able to give easily checked existence criteria for such Markov processes. A very simple uniqueness criterion is also established. All honest processes are explicitly constructed. Ergodicity properties for these processes are investigated. Surprisingly, it can be proved that all the honest processes are not only recurrent but also ergodic without imposing any extra conditions. Equilibrium distributions are then established. Symmetry and reversibility of such processes are also investigated. Several examples are provided to illustrate our results.