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Correlation and variability in birth processes
Published online by Cambridge University Press: 14 July 2016
Abstract
Faddy (1990) has conjectured that the variability of a pure birth process is increased, relative to the linear case, if the birth rates are convex and decreased if they are concave. We prove the conjecture by relating variability to the correlation structure of certain more informative versions of the process. A correlation inequality due to Harris (1977) is used to derive the necessary positive and negative correlation results.
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- Research Papers
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- Copyright © Applied Probability Trust 1993
Footnotes
P. Donnelly was supported in part by SERC Advanced Fellowship B/AF/1255
P. Marjoram by SERC grant GR/F/32561.
Supported by a Visiting Fellowship from the SERC (GR/G/27485).
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