Motivated by Feller's coin-tossing problem, we consider the problem of conditioning an irreducible Markov chain never to wait too long at 0. Denoting by τ the first time that the chain, X, waits for at least one unit of time at the origin, we consider conditioning the chain on the event (τ›T). We show that there is a weak limit as T→∞ in the cases where either the state space is finite or X is transient. We give sufficient conditions for the existence of a weak limit in other cases and show that we have vague convergence to a defective limit if the time to hit zero has a lighter tail than τ and τ is subexponential.

We consider a discrete-time birth-death process on the non-negative integers with −1 as an absorbing state and study the limiting behaviour as n → ∞ of the process conditioned on non-absorption until time n. By proving that a condition recently proposed by Martinez and Vares is vacuously true, we establish that the conditioned process is always weakly convergent when all self-transition probabilities are zero. In the aperiodic case we obtain a necessary and sufficient condition for weak convergence.

We consider the problem of conditioning a non-explosive birth and death process to remain positive until time T, and consider weak convergence of this conditional process as T → ∞. By a suitable almost sure construction we prove weak convergence. The almost sure construction used is of independent interest but relies heavily on the strong monotonic properties of birth and death processes.

A simple model for a bivariate birth-death process is proposed. This model approximates to the host-vector epidemic situation. An investigation of the transient process is made and the mean behaviour over time is explicitly found. The probability of extinction and the behaviour of the process conditional upon extinction are examined and the probability distribution of the cumulative population size to extinction is found. Appropriate circumstances are suggested under which the model might possibly be applied to malaria. The host-vector model is classified within a general class of models which represent large population approximations to epidemics involving two types of infectives.