XIA Aihua. On Variability in Birth ProcessesJ. Chinese Journal of Applied Probability and Statistics, 1996, 12(3): 279-282.
Citation: XIA Aihua. On Variability in Birth ProcessesJ. Chinese Journal of Applied Probability and Statistics, 1996, 12(3): 279-282.

On Variability in Birth Processes

  • Let X(t):t≥ 0 with X(0) = 0 be a pure birth process with birth rates λn,n ≥ 0. In this note, we prove a conjecture made by Faddy7 that VarX(t) ≥ EX(t) holds for any increasing sequence of transition rates λ0≤λ1≤λ2≤ …and the reverse for any decreasing sequence.
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