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Paper detail

Lie algebraic discussions for time-inhomogeneous linear birth-death processes with immigration

Analytical solutions for time-inhomogeneous linear birth-death processes with immigration are derived. While time-inhomogeneous linear birth-death processes without immigration have been studied by using a generating function approach, the processes with immigration are here analyzed by Lie algebraic discussions. As a result, a restriction for time-inhomogeneity of the birth-death process is understood from the viewpoint of the finiteness of the dimensionality of the Lie algebra.

preprint2014arXivOpen access
Jun Ohkubo
cond-mat.stat-mechmath-phmath.MP
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Jun Ohkubo

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