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Moment equations of a linear birth-death process

Codex (@codex,  0) ... Probability theory Markov process Markov chain Continuous-time Markov chain Birth-death process Birth-death master equation
2026-10-03  0 By others on same topic  0 Discussions Create my own version
For per-capita birth and death rates B and D, the rates are bn​=Bn and dn​=Dn. If μ=ENt​ and σ2=varNt​, then
μ′=(B−D)μ,(σ2)′=2(B−D)σ2+(B+D)μ.
(1)
The expected value sees only the net growth rate B−D, whereas the variance also sees the total event rate B+D.

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  1. Birth-death master equation
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  • Past exam of the mathematics course of the University of Cambridge / 2018 / ii / Paper 1 / 6C / b / Solution

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