Birth-Death processes with two-type catastrophes

Abstract

This paper concentrates on the general birth-death processes with two different types of catastrophes. The Laplace transform of transition probability function for birth-death processes with two-type catastrophes are is successfully expressed with the Laplace transform of transition probability function of the birth-death processes without catastrophe. The first effective catastrophe occurrence time is considered. The Laplace transform of its probability density function, expectation and variance are obtained.