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Detailed balance for a birth-death process
...
Area of mathematics
Probability and statistics
Probability theory
Markov chain
Continuous-time Markov chain
Birth-death process
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Words: 35
For birth rates
b
i
and death rates
d
i
, a reversible measure satisfies
π
i
b
i
=
π
i
+
1
d
i
+
1
.
(125)
Thus
π
i
+
1
/
π
i
=
b
i
/
d
i
+
1
, and it is an invariant distribution when the resulting measure is summable and the chain is nonexplosive.
Ancestors
(8)
Birth-death process
Continuous-time Markov chain
Markov chain
Probability theory
Probability and statistics
Area of mathematics
Mathematics
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