Birth Processes
BirthDeath Processes
Relationship to Markov Chains
Linear BirthDeath Processes
Examples
Birthdeath processes
Jorge Julvez´ University of Zaragoza
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Birth Processes
Outline
BirthDeath Processes
Relationship to Markov Chains
1

Birth Processes 
2

BirthDeath Processes 
3

Relationship to Markov Chains 
4

Linear BirthDeath Processes 
5

Examples 
Linear BirthDeath Processes
Examples
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Birth Processes
Outline
BirthDeath Processes
Relationship to Markov Chains
1

Birth Processes 
2

BirthDeath Processes 
3

Relationship to Markov Chains 
4

Linear BirthDeath Processes 
5

Examples 
Linear BirthDeath Processes
Examples
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Birth Processes
BirthDeath Processes
Relationship to Markov Chains
Linear BirthDeath Processes
Examples
Pure Birth Process (YuleFurry Process)
Example: Consider cells which reproduce according to the following rules:
• A cell present at time t has probability λh + o(h) of splitting in two in the interval (t, t + h)
• This probability is independent of age
• Events betweeen different cells are independent
> Time
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Birth Processes
BirthDeath Processes
Relationship to Markov Chains
Linear BirthDeath Processes
Examples
Pure Birth Process (YuleFurry Process)
Example: Consider cells which reproduce according to the following rules:
• A cell present at time t has probability λh + o(h) of splitting in two in the interval (t, t + h)
• This probability is independent of age
• Events betweeen different cells are independent
> Time
What is the time evolution of the system?
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Birth Processes
BirthDeath Processes
Relationship to Markov Chains
Linear BirthDeath Processes
Examples
Pure Birth Process (YuleFurry Process)
NonProbabilistic Analysis
• Let n(t) =number of cells at time t
• Let λ be the birth rate per single cell
Thus ≈ λn(t)∆(t) births occur in (t, t + ∆t) Then:
n(t + ∆t) = n(t) + n(t)λ∆t
n(t + ∆t) − n(t)
∆t
= n(t)λ → ^{d}^{n} dt = n ^{} (t) = n(t)λ
• The solution of this differential equation is: n(t ) = Ke ^{λ}^{t}
• If n(0) = n _{0} then
n(t) = n _{0} e ^{λ}^{t}
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Birth Processes
BirthDeath Processes
Relationship to Markov Chains
Linear BirthDeath Processes
Examples
Pure Birth Process (YuleFurry Process)
Probabilistic Analysis Notation:
• N(t) = number of cells at time t
• P{N(t) = n} = P _{n} (t)
Assumptions:
• A cell present at time t has probability λh + o(h) of splitting in two in the interval (t, t + h)
• The probability of more than one birth occurring in time interval (t, t + h) is o(h)
All states are transient
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Birth Processes
BirthDeath Processes
Relationship to Markov Chains
Linear BirthDeath Processes
Examples
Pure Birth Process (YuleFurry Process)
Assumptions:
• Probability of splitting in (t, t + h): λh + o(h)
• Probability of more than one split in (t, t + h): o(h)
The probability of birth in (t, t + h) if N(t) = n is nλh + o(h). Then,
P _{n} (t + h) = P _{n} (t)(1 − nλh − o(h)) + P _{n}_{−}_{1} (t)((n − 1)λh + o(h))
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Birth Processes
BirthDeath Processes
Relationship to Markov Chains
Linear BirthDeath Processes
Examples
Pure Birth Process (YuleFurry Process)
Assumptions:
• Probability of splitting in (t, t + h): λh + o(h)
• Probability of more than one split in (t, t + h): o(h)
The probability of birth in (t, t + h) if N(t) = n is nλh + o(h). Then,
P _{n} (t + h) = P _{n} (t)(1 − nλh − o(h)) + P _{n}_{−}_{1} (t)((n − 1)λh + o(h))
P _{n} (t + h) − P _{n} (t) = −nλhP _{n} (t) + P _{n}_{−}_{1} (t)(n − 1)λh + f (h), with f (h) ∈ o(h)
P _{n} (t + h) − P _{n} (t)
h
Let h → 0,
= −nλP _{n} (t) + P _{n}_{−}_{1} (t)(n − 1)λ + ^{f}^{(}^{h}^{)}
h
P _{n} (t) = −nλP _{n} (t) + (n − 1)λP _{n}_{−}_{1} (t)
Initial condition P _{n} _{0} (0) = P{N(0) = n _{0} } = 1
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Birth Processes
BirthDeath Processes
Relationship to Markov Chains
Linear BirthDeath Processes
Examples
Pure Birth Process (YuleFurry Process)
Probabilities are given by a set of ordinary differential equations.
_{n} (t) = −nλP _{n} (t) + (n − 1)λP _{n}_{−}_{1} (t)
P
P _{n} _{0} (0) = P{N(0) = n _{0} } = 1
Solution
P _{n} (t) =
_{n} 0 e ^{−}^{λ}^{n} ^{0} ^{t} (1 − e ^{−}^{λ}^{t} ) ^{n}^{−}^{n} ^{0}
n
− 1
n −
n = n _{0} , n _{0} + 1,
where
n ^{} _{=}
k
n! k!(n − k )! ^{.}
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Birth Processes
BirthDeath Processes
Relationship to Markov Chains
Linear BirthDeath Processes
Examples
Pure Birth Process (YuleFurry Process)
Solution
P _{n} (t) =
n − 1
n −
_{n} 0 e ^{−}^{λ}^{n} ^{0} ^{t} (1 − e ^{−}^{λ}^{t} ) ^{n}^{−}^{n} ^{0}
n = n _{0} , n _{0} + 1,
Observation: The solution can be seen as a negative binomial distribution, i.e., probability of obtaining n _{0} successes in n trials. Suppose p =prob. of success and q = 1 − p =prob. of failure. Then, the probability that the ﬁrst (n − 1) trials result in (n _{0} − 1) successes and (n − n _{0} ) failures followed by success on the n ^{t}^{h} trial is:
n − 1
n −
n 0 ^{} _{p} n _{0} −1 _{q} n−n _{0} _{p} _{=} ^{}
n − 1
n −
_{n} 0 p ^{n} ^{0} q ^{n}^{−}^{n} ^{0} ;
n = n _{0} , n _{0} + 1,
If p = e ^{−}^{λ}^{t} and q = 1 − e ^{−}^{λ}^{t} , both equations are the same.
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Birth Processes
BirthDeath Processes
Relationship to Markov Chains
Linear BirthDeath Processes
Examples
Pure Birth Process (YuleFurry Process)
• Yule studied this process in connection with the theory of evolution, i.e., population consists of the species within a genus and creation of a new element is due to mutations.
• This approach neglects the probability of species dying out and size of species.
• Furry used the same model for radioactive transmutations.
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Generalization
• Assume that for N(t) = n the probability of a new change to n + 1 in (t, t + h) is λ _{n} h + o(h).
• The probability of more than one change is o(h).
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Birth Processes
BirthDeath Processes
Relationship to Markov Chains
Linear BirthDeath Processes
Examples
Pure Birth Processes. Generalization
Generalization
• Assume that for N(t) = n the probability of a new change to n + 1 in (t, t + h) is λ _{n} h + o(h).
• The probability of more than one change is o(h).
Then,
P _{n} (t + h) = P _{n} (t)(1 − λ _{n} h) + P _{n}_{−}_{1} (t)λ _{n}_{−}_{1} h + o(h), n
P _{0} (t + h) = P _{0} (t)(1 − λ _{0} h) + o(h)
= 0
⇒P _{n} (t) =
−λ _{n} P _{n} (t) + λ _{n}_{−}_{1} P _{n}_{−}_{1} (t)
P _{0} (t) = −λ _{0} P _{n} (t)
Equations can be solved recursively with P _{0} (t) = P _{0} (0)e ^{−}^{λ} 0 ^{t}
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Birth Processes
BirthDeath Processes
Relationship to Markov Chains
Linear BirthDeath Processes
Examples
Pure Birth Process. Generalization
Let the initial condition be P _{n} _{0} (0) = 1.
The resulting equations are:
P _{n} (t) = −λ _{n} P _{n} (t) + λ _{n}_{−}_{1} P _{n}_{−}_{1} (t), n > n _{0} P _{n} _{0} (t) = −λ _{n} _{0} P _{n} _{0} (t)
YuleFurry processes assumed λ _{n} = nλ
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Birth Processes
Outline
BirthDeath Processes
Relationship to Markov Chains
1

Birth Processes 
2

BirthDeath Processes 
3

Relationship to Markov Chains 
4

Linear BirthDeath Processes 
5

Examples 
Linear BirthDeath Processes
Examples
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Birth Processes
BirthDeath Processes
Relationship to Markov Chains
BirthDeath Processes
Linear BirthDeath Processes
Examples
Notation
• Pure Birth process: If n transitions take place during (0, t), we may refer to the process as being in state E _{n} .
• Changes in the pure birth process:
E _{n} → E _{n}_{+}_{1} → E _{n}_{+}_{2} →
• BirthDeath Processes consider transitions E _{n} → E _{n}_{−}_{1} as well as E _{n} → E _{n}_{+}_{1} if n ≥ 1. If n = 0, only E _{0} → E _{1} is allowed.
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Birth Processes
BirthDeath Processes
Relationship to Markov Chains
BirthDeath Processes
Linear BirthDeath Processes
Examples
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Birth Processes
BirthDeath Processes
Relationship to Markov Chains
Linear BirthDeath Processes
Examples
BirthDeath Processes
Assumptions If the process at time t is in E _{n} , then during (t, t + h):
• Transition E _{n} → E _{n}_{+}_{1} has probability λ _{n} h + o(h)
• Transition E _{n} → E _{n}_{−}_{1} has probability µ _{n} h + o(h)
• Probability that more than 1 change occurs = o(h).
P _{n} (t + h) = P _{n} (t)(1 − λ _{n} h − µ _{n} h)
+ P _{n}_{−}_{1} (t)(λ _{n}_{−}_{1} h) + P _{n}_{+}_{1} (t)(µ _{n}_{+}_{1} h) + o(h)
Time evolution of the probabilities
⇒
P _{n} (t) = −(λ _{n} + µ _{n} )P _{n} (t) + λ _{n}_{−}_{1} P _{n}_{−}_{1} (t) + µ _{n}_{+}_{1} P _{n}_{+}_{1} (t)
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Birth Processes
BirthDeath Processes
Relationship to Markov Chains
BirthDeath Processes
For n = 0
Linear BirthDeath Processes
Examples
P _{0} (t + h) = P _{0} (t)(1 − λ _{0} h) + P _{1} (t)µ _{1} h + o(h)
⇒
P _{0} (t) = −λ _{0} P _{0} (t) + µ _{1} P _{1} (t)
• If λ _{0} = 0, then E _{0} → E _{1} is impossible and E _{0} is an absorbing state.
• If λ _{0} = 0, then P _{0} (t) = µ _{1} P _{1} (t) ≥ 0 and hence P _{0} (t) increases monotonically.
Note:
lim _{t}_{→}_{∞} P _{0} (t) = P _{0} (∞) = Probability of being absorbed.
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Birth Processes
BirthDeath Processes
Relationship to Markov Chains
Steadystate distribution
Linear BirthDeath Processes
Examples
P _{0} (t) = −λ _{0} P _{0} (t) + µ _{1} P _{1} (t) P _{n} (t) = −(λ _{n} + µ _{n} )P _{n} (t) + λ _{n}_{−}_{1} P _{n}_{−}_{1} (t) + µ _{n}_{+}_{1} P _{n}_{+}_{1} (t)
As t → ∞, P _{n} (t) → P _{n} (limit). Hence, P _{0} (t) → 0 and P _{n} (t) → 0. Therefore,
0 = −λ _{0} P _{0} + µ _{1} P _{1}
⇒P _{1} = ^{λ} ^{0}
µ 1
P
0
0 = −(λ _{1} + µ _{1} )P _{1} + λ _{0} P _{0} + µ _{2} P _{2}
⇒P _{2} = ^{λ} ^{0}
λ 1 P ^{0}
µ 1 µ 2
⇒P _{3} = µ ^{λ} _{1} ^{0} µ ^{λ} ^{1} _{2} ^{λ} µ ^{2} 2 P _{0}
etc
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Birth Processes
BirthDeath Processes
Relationship to Markov Chains
Steadystate distribution
Linear BirthDeath Processes
P _{1} = ^{λ} ^{0} P _{0} ; P _{2} = ^{λ} ^{0} _{µ} 2 P _{0} ; P _{3} = ^{λ} ^{0} ^{λ} ^{1} ^{λ} ^{2} 2 P _{0} ; P _{4} =
µ
1
λ
1
µ
1
µ _{1} µ _{2} µ
Examples
The dependence on the initial conditions has disappeared.
After normalizing, i.e.,
∞
n=1
P _{n} = 1:
P _{0} =
^{1}
1 +
∞
n=1
n−1
i=0
λ
i
^{µ}
i+1
;
P _{n} =
n−1
i=0
λ
i
^{µ}
i+1
1 +
∞
n=1
n−1
i=0
λ
i
^{µ}
i+1
, n ≥ 1
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Birth Processes
BirthDeath Processes
Relationship to Markov Chains
Steadystate distribution
Linear BirthDeath Processes
Examples
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Birth Processes
BirthDeath Processes
Relationship to Markov Chains
Linear BirthDeath Processes
Examples
Example. A single server system
1
0
Exp( ) Exp( )
• constant arrival rate λ (Poisson arrivals)
• stopping rate of service µ
(exponential distribution)
• states of the system: 0 (server free), 1 (server busy)
P _{0} (t) = −λP _{0} (t) + µP _{1} (t)
P
1 (t) = λP _{0} (t) − µP _{1} (t)
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Birth Processes
BirthDeath Processes
Relationship to Markov Chains
Linear BirthDeath Processes
Examples
Example. A single server system


P _{0} (t) = −λP _{0} (t) + µP _{1} (t) 

_{}
^{}
1
0
Exp( ) Exp( ) 
P 
1 (t) = λP _{0} (t) − µP _{1} (t) 

Given that: P _{0} (t) + P _{1} (t) = 1, P _{0} (t) + (λ + µ)P _{0} (t) = µ. 

P _{0} (t) = _{λ} _{+} _{µ} + P _{0} (0) − µ P _{1} (t) = _{λ} _{+} _{µ} + P _{1} (0) − λ + µ _{e} −(λ+µ)t µ + µ _{e} −(λ+µ)t λ Solution = Equilibrum distribution + Deviation from the equilibrium with exponential decay. 
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Birth Processes
BirthDeath Processes
Relationship to Markov Chains
Linear BirthDeath Processes
Examples
Poisson Process. Probabilities
Poisson Process
• Birth probability per time unit is constant λ
• The population size is initially 0
All states are transient
Equations
P (t) = −λP _{i} (t) + λP _{i}_{−}_{1} (t), P _{0} (t) = −λP _{0} (t)
i
i > 0
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Birth Processes
BirthDeath Processes
Relationship to Markov Chains
Linear BirthDeath Processes
Examples
Poisson Process. Probabilities
Equations
P (t) = −λP _{i} (t) + λP _{i}_{−}_{1} (t),
i
P _{0} (t) = −λP _{0} (t)
i > 0
⇒ P _{0} (t) = e ^{−}^{λ}^{t}
_{d}_{t} [e ^{λ}^{t} P _{i} (t)] = λP _{i}_{−}_{1} (t)e ^{λ}^{t} ⇒ P _{i} (t) = e ^{−}^{λ}^{t} λ t P _{i}_{−}_{1} (t ^{} )e ^{λ}^{t} ^{} dt ^{}
d
0
P _{1} (t) = e ^{−}^{λ}^{t} λ t e ^{−}^{λ}^{t} ^{} e ^{λ}^{t} ^{} dt ^{} = e ^{−}^{λ}^{t} (λt)
0
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Birth Processes
BirthDeath Processes
Relationship to Markov Chains
Linear BirthDeath Processes
Examples
Pure Death Process. Probabilities
Pure Death Process
• All the individuals have the same mortality rate µ
• The population size is initially n
2
3
n
State 0 is an absorbing state. The rest are transient.
Equations
P _{n} (t) = −nµP _{n} (t) P (t) = (i + 1)µP _{i}_{+}_{1} (t) − iµP _{i} (t),

i = 0, 
, n − 1 
i 
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Birth Processes
BirthDeath Processes
Relationship to Markov Chains
Linear BirthDeath Processes
Examples
Pure Death Process. Probabilities
Equations
P _{n} (t) = −nµP _{n} (t)

i = 0, 
, n − 1 
i 
P (t) = (i + 1)µP _{i}_{+}_{1} (t) − iµP _{i} (t),
⇒ P _{n} (t) = e ^{−}^{n}^{µ}^{t}
_{d}_{t} [e ^{i}^{µ}^{t} P _{i} (t)] = (i+1)µP _{i}_{+}_{1} (t)e ^{i}^{µ}^{t} ⇒ P _{i} (t) = (i+1)e ^{−}^{i}^{µ}^{t} µ t
d
0
P _{i}_{+}_{1} (t ^{} )e ^{i}^{µ}^{t} ^{} _{d}_{t} ^{}
P _{n}_{−}_{1} (t) = ne ^{−}^{(}^{n}^{−}^{1}^{)}^{µ}^{t} µ t
0
_{e} −nµt ^{} _{e} (n−1)µt ^{} _{d}_{t} _{=} _{n}_{e} −(n−1)µt _{(}_{1} _{−} _{e} −µt _{)}
Recursively: P _{i} (t) = ^{n}
Binomial distribution: The survival probability at time t is e ^{−}^{µ}^{t}
independent of others.
i
_{(}_{e} −µt _{)} i _{(}_{1} _{−} _{e} −µt _{)} n−i
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Birth Processes
Outline
BirthDeath Processes
Relationship to Markov Chains
1

Birth Processes 
2

BirthDeath Processes 
3

Relationship to Markov Chains 
4

Linear BirthDeath Processes 
5

Examples 
Linear BirthDeath Processes
Examples
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Birth Processes
BirthDeath Processes
Relation to CTMC
Relationship to Markov Chains
Linear BirthDeath Processes
Inﬁnitesimal generator matrix:
Q =
−λ _{0}
µ _{1}
0
.
.
.
.
.
.
λ
_{0}
−(λ _{1} + µ _{1} )
µ
_{2}
0
.
0
λ _{1}
−(λ _{2} + µ _{2} )
µ
_{3}
.
0
λ _{2}
.
.
−(λ _{3} + µ _{3} )
. .
.
.
0
λ _{3}
.
.
.
.
.
.
.
.
.
.
.
0
.
.
.
.
Examples
.
.
.
.
.
.
.
.
.
.
.
.
.
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Birth Processes
BirthDeath Processes
Relation to DTMC
Relationship to Markov Chains
Linear BirthDeath Processes
Examples
Embedded Markov chain of the process. For t → ∞, deﬁne:
P(E _{n}_{+}_{1} E _{n} ) = Prob. of transition E _{n} → E _{n}_{+}_{1}
= Prob. of going to E _{n}_{+}_{1} conditional on being inE _{n}
Deﬁne P(E _{n}_{−}_{1} E _{n} ) similarly. Then
P(E _{n}_{+}_{1} E _{n} ) λ _{n} , P(E _{n}_{−}_{1} E _{n} ) µ _{n}
P(E _{n}_{+}_{1} E _{n} ) =
λ _{n} ^{λ} + ^{n} _{µ} n , P(E _{n}_{−}_{1} E _{n} ) =
^{µ} ^{n}
λ _{n} + µ _{n}
The same conditional probabilities hold if it is given that a transition will take place in (t, t + h) conditional on being in E _{n} .
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Birth Processes
Outline
BirthDeath Processes
Relationship to Markov Chains
1

Birth Processes 
2

BirthDeath Processes 
3

Relationship to Markov Chains 
4

Linear BirthDeath Processes 
5

Examples 
Linear BirthDeath Processes
Examples
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Birth Processes
BirthDeath Processes
Relationship to Markov Chains
Linear BirthDeath Processes
Linear BirthDeath Processes
Examples
Linear BirthDeath Process
• λ _{n} = nλ
• µ _{n} = nµ
⇒P _{0} (t) = µP _{1} (t)
P _{n} (t) = −(λ + µ)nP _{n} (t) + λ(n − 1)P _{n}_{−}_{1} (t) + µ(n + 1)P _{n}_{+}_{1} (t)
Steady state behavior is characterized by:
t→∞ ^{P}
lim
_{0} (t) = 0
Similarly as t → ∞ P _{n} (∞) = 0
⇒
P _{1} (∞) = 0
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Birth Processes
BirthDeath Processes
Relationship to Markov Chains
Linear BirthDeath Processes
Linear BirthDeath Processes
Examples
Steady state behavior is characterized by:
t→∞ ^{P}
lim
_{0} (t) = 0
Similarly as t → ∞ P _{n} (∞) = 0
⇒
P _{1} (∞) = 0
Two cases can happen:
• If P _{0} (∞) = 1 ⇒ the probability of ultimate extinction is 1.
• If P _{0} (∞) = P _{0} < 1, the relations P _{1} = P _{2} = P _{3}
= 0
imply with probability 1 − P _{0} that the population can
increase without bounds.
The population must either die out or increase indeﬁnitely.
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Birth Processes
BirthDeath Processes
Relationship to Markov Chains
Linear BirthDeath Processes
Examples
Mean of a Linear BirthDeath Process
P _{n} (t) = −(λ + µ)nP _{n} (t) + λ(n − 1)P _{n}_{−}_{1} (t) + µ(n + 1)P _{n}_{+}_{1} (t)
∞
Deﬁne Mean by M (t ) = n=1 nP _{n} (t)
and consider M ^{} (t) =
∞
n=1
nP _{n} (t), then:
M ^{} (t) = −(λ + µ)
∞
n=1
n ^{2} P _{n} (t) + λ
∞
n=1
(n
− 1)nP _{n}_{−}_{1} (t)
+ µ
∞
n=1
(n
+ 1)nP _{n}_{+}_{1} (t)
Write (n − 1)n = (n − 1) ^{2} + (n −1), (n + 1)n = (n + 1) ^{2} − (n + 1)
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Birth Processes
BirthDeath Processes
Relationship to Markov Chains
Linear BirthDeath Processes
Examples
Mean of a Linear BirthDeath Process
M ^{} (t) = −(λ + µ)
∞
n=1
n ^{2} P _{n} (t)
+ − 1) ^{2} P _{n}_{−}_{1} (t) + µ
λ
∞
n=1
(n
∞
n=1
(n + 1) ^{2} P _{n}_{+}_{1} (t) + P _{1} (t)
+
⇒
λ
∞
n=1
− 1)P _{n}_{−}_{1} (t) − µ
∞
nP _{n} (t) − µ
∞
n=1
∞
(n
M ^{} (t) = λ
n=1
n=1
(n + 1)P _{n}_{+}_{1} (t) + P _{1} (t)
nP _{n} (t) = (λ − µ)M(t)
M(t) = n _{0} e ^{(}^{λ}^{−}^{µ}^{)}^{t} if P _{n} _{0} (0) = 1
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Birth Processes
BirthDeath Processes
Relationship to Markov Chains
Linear BirthDeath Processes
Examples
Mean of a Linear BirthDeath Process
M(t) = n _{0} e ^{(}^{λ}^{−}^{µ}^{)}^{t}
• If λ > µ then M(t) → ∞
• If λ < µ then M(t) → 0
∞
Similarly if M _{2} (t) = n=1 n ^{2} P _{n} (t) one can show that:
M _{2} (t) = 2(λ − µ)M _{2} (t) + (λ + µ)M(t)
and when λ > µ, the variance is:
_{n} 0 _{e} 2(λ−µ)t ^{} _{1} _{−} _{e} (µ−λ)t ^{}
λ + µ
λ − µ
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Birth Processes
Outline
BirthDeath Processes
Relationship to Markov Chains
1

Birth Processes 
2

BirthDeath Processes 
3

Relationship to Markov Chains 
4

Linear BirthDeath Processes 
5

Examples 
Linear BirthDeath Processes
Examples
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Birth Processes
BirthDeath Processes
Relationship to Markov Chains
Linear BirthDeath Processes
Examples
Linear BirthDeath Process. Example
Let X (t) be the number of bacteria in a colony at instant t. Evolution of the population is described by:
• the time that each of the individuals takes for division in two (binary ﬁssion), independently of the other bacteria
• the life time of each bacterium (also independent)
Assume that:
• Time for division is exponentially dist. (rate λ)
• Life time is also exponentially dist. (rate µ)
M(t) = n _{0} e ^{(}^{λ}^{−}^{µ}^{)}^{t}
• If λ > µ then the population tends to inﬁnity
• If λ < µ then the population tends to 0
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Birth Processes
BirthDeath Processes
Relationship to Markov Chains
A queueing system
Linear BirthDeath Processes
• s servers
• K waiting places
• λ arrival rate (Poisson)
• µ Exp(µ) holding time
(expectation 1/µ)
Examples
Is it a birthdeath process?
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Birth Processes
BirthDeath Processes
Relationship to Markov Chains
Linear BirthDeath Processes
A queueing system
• s servers
• K waiting places
• λ arrival rate (Poisson)
• µ Exp(µ) holding time
(expectation 1/µ)
Examples
Let “N =number of customers in the system” be the state variable.
• N determines uniquely the number of customers in service and waiting room.
• After each arrival and departure the remaining service times of the customers in service are Exp(µ) distributed (memoryless).
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Birth Processes
BirthDeath Processes
Relationship to Markov Chains
Linear BirthDeath Processes
Examples
Call blocking in an ATM network
An ATM network offers calls of two different types.
R _{1} = 1Mbps λ _{1} = arrival rate µ _{1} = mean holding time
R _{2} = 2Mbps λ _{2} = arrival rate µ _{2} = mean holding time
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