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The compound Poisson immigration process subject to binomial catastrophes

Part of: Probabilistic methods, simulation and stochastic differential equations Markov processes

Published online by Cambridge University Press:  14 July 2016

Antonis Economou
Antonis Economou*
Affiliation:
University of Athens
*
∗ Postal address: Department of Mathematics, University of Athens, Panepistemiopolis, Athens 15784, Greece. Email address: [email protected]
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Abstract

Recently, several authors have studied the transient and the equilibrium behaviour of stochastic population processes with total catastrophes. These models are reasonable for modelling populations that are exposed to extreme disastrous phenomena. However, under mild disastrous conditions, the appropriate model is a stochastic process subject to binomial catastrophes. In the present paper we consider a special such model in which a population evolves according to a compound Poisson process and catastrophes occur according to a renewal process. Every individual of the population survives after a catastrophe with probability p, independently of anything else, i.e. the population size is reduced according to a binomial distribution. We study the equilibrium distribution of this process and we derive an algorithmic procedure for its approximate computation. Bounds on the error of this approximation are also included.

Keywords

Algorithmic probabilitycatastrophedisastercompound Poisson processrenewal processbinomial distributionequilibrium distributionphase-type distribution

MSC classification

Primary: 60J22: Computational methods in Markov chains
Secondary: 65C40: Computational Markov chains 92D25: Population dynamics (general)
Type
Research Papers
Information
Journal of Applied Probability , Volume 41 , Issue 2 , June 2004 , pp. 508 - 523
Copyright
Copyright © Applied Probability Trust 2004 

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