Hostname: page-component-586b7cd67f-dlnhk Total loading time: 0 Render date: 2024-11-26T18:52:19.594Z Has data issue: false hasContentIssue false

A sufficient criterion for particles performing a diffusive motion with state-dependent death rate to die with probability one

Published online by Cambridge University Press:  01 July 2016

Wolfgang Mergenthaler*
Affiliation:
Strahlenbiologisches Institut der Universität München

Abstract

We consider an individual which performs a diffusive motion in a certain state space and dies according to a state-dependent death rate. An integral equation for the survival probability is derived, and finally a sufficient criterion for the existence of an initial state is given, for which the corresponding individual dies with probability one.

Type
Research Article
Copyright
Copyright © Applied Probability Trust 1979 

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Bartlett, M. S. (1966) An Introduction to Stochastic Processes, 2nd edn. Cambridge University Press.Google Scholar
Feller, W. (1937) Zur Theorie der stochastischen Prozesse. Math. Ann 113, 113160.CrossRefGoogle Scholar
Feller, W. (1950) Some recent trends in the mathematical theory of diffusion. Proc. Internat. Congr. Mathematicians 2, 332339.Google Scholar
Feller, W. (1951) Two singular diffusion problems. Ann. Math. 54, 173182.CrossRefGoogle Scholar
Feller, W. (1954) Diffusion processes in one dimension. Trans. Amer. Math. Soc. 76/77, 131.Google Scholar
Feller, W. (1955) On differential operators and boundary conditions. Comm. Pure Appl. Math. 3, 203216.CrossRefGoogle Scholar
Gikhman, J. J. and Skorokhod, A. V. (1969) Introduction to the Theory of Random Processes. W. B. Saunders, Philadelphia.Google Scholar
Kolmogorov, A. N. (1931) Uber die analytischen Methoden in der Wahrscheinlichkeitsrechnung. Math. Ann. 104, 415458.Google Scholar
Mergenthaler, W. (1978) Ein binärer, stochastischer Regenerations- und Verzweigungs-Prozess. Dissertation, Technische Universität München.Google Scholar
Sewastjanow, B. A. (1975) Verzweigungs-Prozesse. Oldenbourg, München.Google Scholar