Birth-Death Process

A continuous-time Markov chain where population n jumps to n+1 at rate λₙ = λn (linear birth) or to n-1 at rate μₙ = μn (linear death). The extinction probability from state n is (μ/λ)ⁿ when λ>μ. The stationary distribution (when it exists) is geometric.

Parameters

Extinction prob:
Mean pop (theory):
Live paths:
Extinct: