Stochastic ordering for birth–death processes with killing

Abstract

AbstractWe consider a birth–death process with killing where transitions from state i may go to either state $i-1$ or state $i+1$ or an absorbing state (killing). Stochastic ordering results on the killing time are derived. In particular, if the killing rate in state i is monotone in i, then the distribution of the killing time with initial state i is stochastically monotone in i. This result is a consequence of the following one for a non-negative tri-diagonal matrix M: if the row sums of M are monotone, so are the row sums of $M^n$ for all $n\ge 2$ .