PURE BIRTH PROCESS:

A pure birth process is a continuous time, discrete state Markov process for which state
transitions are either the process remains at the current state or the state increases by one
unit. The process cannot move from higher state to a lower state since there is no death.
Specifically, we deal with a family of random variables {X(t); t 0} where the possible
values of X(t) are non negative integers representing the population size at time t. Suppose
the process is at time t; then when a birth occurs, the process goes from state n to state
n + 1. If no birth occurs, the process remains at state n. The birth process is characterized
by the birth rate n which varies according to the state n.
Assumptions of process:
The process {X(t); t 0} satisfies the following assumptions: during time interval [t, t+t]
where t is a sufficiently small time interval
(i) Pr[X(t + t) X(t) = 1|X(t) = n] = n t + (t)
(ii) Pr[X(t + t) X(t) = 0|X(t) = n] = 1 n t + (t)
(iii) Pr[X(t + t) X(t) 2|X(t) = n] = (t)
where

(t)
=0
t0 t
We use these assumptions to define system of equations that are useful in deriving proplim

erties of population size at gien time t.

Probability distribution of X(t):

Let Pr[X(t) = n] = Pn (t) and Pr[X(t + t) = n] = Pn (t + t).
If the population size at time t + t is n, then what are the possible values of population
size at time t? From the assumptions, we can infer that either the population size is n or
n 1 ; n = 1, 2, ...
Therefore
Pn (t + t) = Pr[X(t + t) = n]
= Pr[X(t + t)) = n, X(t) = n] + Pr[X(t + t)) = n, X(t) = n 1]
Now
Pr[X(t + t)) = n, X(t) = n] = Pr[X(t + t) = n|X(t) = n]Pr[X(t) = n]
= Pr[X(t + t) X(t) = 0]Pr[X(t) = n]
= (1 n t + (t))Pn (t)
and
Pr[X(t + t)) = n, X(t) = n 1] = Pr[X(t + t) = n|X(t) = n 1]Pr[X(t) = n 1]
= Pr[X(t + t) X(t) = 1]Pr[X(t) = n 1]
= (n1 t + (t))Pn1 (t)
Thus
Pn (t + t) = (1 n t + (t))Pn (t) + (n1 t + (t))Pn1 (t)
Pn (t + t) Pn (t) = (n t + (t))Pn (t) + (n1 t + (t))Pn1 (t)
Dividing through by t
Pn (t + t) Pn (t)
=
t





t (t)
t (t)
n +
Pn (t) + n1 +
Pn1 (t)
t
t
t
t

Pn (t)
Pn (t + t) Pn (t)
=
= Pn0 (t)
t0
t
t


t (t)
lim n1 +
Pn1 (t) = n1 Pn1 (t)
t0
t
t


t (t)
Pn (t) = n Pn (t)
lim n +
t0
t
t
lim

Combining all these

Pn0 (t) = n Pn (t) + n1 Pn1 (t) n = 1, 2, ...
Now what if the population size at time t + t is zero, what are the possible values of
population size at timt t? In this case the only possibility is that the size is zero and that
during the time interval [t, t + t] no birth takes place.
For n = 0
P0 (t + t) = Pr[X(t + t) = 0]
= Pr[X(t + t)) = 0, X(t) = 0]
= Pr[X(t + t) X(t) = 0|X(t) = 0]Pr[X(t) = 0]
= (1 0 t + (t))P0(t)
P0 (t + t) P0 (t) = (0 t + (t))P0(t)
Dividing through by t
P0 (t + t) P0 (t)
=
t



t (t)
0 +
P0 (t)
t
t

P0 (t)
P0 (t + t) P0 (t)
=
= P00 (t)
lim
t0
t
t


t (t)
lim 0 +
P0 (t) = 0 P0 (t)
t0
t
t
Combining all these
P00 (t) = 0 P0 (t) n = 0
The two equations
P00 (t) = 0 P0 (t)
Pn0 (t) = n Pn (t) + n1 Pn1 (t) n = 1, 2, ...
are referred to as basic difference-differential equations for pure birth process.

We will consider four special cases of pure birth process, namely

(i) The process where n = for all population sizes; i.e birth rate is a constant. This
process is Poisson process.
(ii) The process where n = n; i.e birth rate is proportional to current population size
n. This process is known as simple birth process.
(iii) The process where n = n + ; is the rate of immigration into the population.
This process is known as simple birth process with immigration.
(iv) The proccess where
n =

1 + an
1 + at

a is a constant

This process is known as polya process.

For specified initial conditions for each of the above processes, an explicit expression for
Pn (t) can be obtained either by using probability generating function technique or by using
the iteration method.
Example:
Let {X(t); t 0} be a pure birth process with birth rate n; n is the current population
size and initial condition X(0) = 1. Find Pn (t) = Pr[X(t) = n]using
(i) the iteration method
(ii) probability generating function technique

Solution:
(i) We will make use of the basic difference-differential equations to iteratively obtain
Pn (t).
For n = 1
P10 (t) = P1 (t)
P10 (t)
=
P1 (t)
Intergating both sides with respect to t,
Z
Z 0
P1 (t)
dt =
dt
P1 (t)
ln[P1 (t)] = t + c
c is the constant of integration
P1 (t) = et+c = et ec
Using the intial condition X(0) = 1, then P1 (0) = Pr[X(0) = 1] = 1 .
Substituting t = 0
P1 (0) = e0+c
1 = e0ec = ec
thus c = 0; and
P1 (t) = et

For n = 2
P20 (t) = 2P2 (t) + P1 (t) = 2P2 (t) + et
P20 (t) + 2P2 (t) = et
Multiplying the equation above with an integrating factor e2t;
P20 (t)e2t + 2P2 (t)e2t = et e2t


d t
e P1 (t) = et
dt
5

Integrating both sides with respect to t

Z
Z


d 2t
etdt
e P2 (t) dt =
dt
e2tP2 (t) = et + c
Therefore


P2 (t) = e2t et + c
Using the intial condition X(0) = 1, then P2 (0) = Pr[X(0) = 2] = 0 .
Substituting t = 0

e20
thus c = 1; and

P2 (0) = 0


e0 + c = 0

P2 (t) = e2t et 1 = et 1 et

For n = 3
P30 (t) = 3P3 (t) + 2P2 (t)
= 3P3 (t) + 2et 1 et
P30 (t) + 3P3 (t) = 2et 1 et

Multiplying the equation above with an integrating factor e3t;

P30 (t)e3t + 3P3 (t)e3t = 2et 1 et e3t




d 3t
e P3 (t) = 2e2t 1 et
dt
Integrating both sides with respect to t
Z
Z




d 3t
e P3 (t) dt =
2e2t 1 et dt
dt
e3tP3 (t) = e2t 2et + c
Therefore


P3 (t) = e3t e2t 2et + c
6

Using the intial condition X(0) = 1, then P3 (0) = Pr[X(0) = 3] = 0 .

Substituting t = 0

e30

P3 (0) = 0


e20 2e0 + c = 0

thus c = 1; and


P3 (t) = e3t e2t 2et + 1
= et 2e2t + e3t
= et 1 2et + e2t

2
= et 1 et
Thus
P3 (t) = et 1 et

2

Proceeding in this manner iteratively, we find that

Pn (t) = et 1 et

n1

n = 1, 2, 3, ....

(ii) Let G(s, t) be the p.g.f of the probability distribution Pn (t). By defintion

 X(t) X
=
Pn (t)S n
G(s, t) = E S
n=1

Using the basic difference-differential equations;

Multiply the equation
Pn0 (t) = nn Pn (t) + (n 1)n1 Pn1 (t)
by sn and sum over all possible values of n

X
n=1

Pn0 (t)sn

nPn (t)s +

n=1

X
n=1

(n 1)Pn1 (t)sn

Now we simplify each summation one at a time

(i)
#
"

X
X

G(s, t) =
Pn (t)sn =
Pn (t)sn =
Pn0 (t)sn
t
t n=1
t
n=1
n=1
Using this;

Pn0 (t)sn =

n=1

G(s, t)
t

(ii)
#
"

X
n X
n
G(s, t) =
Pn (t)s =
Pn (t) s =
nPn (t)S n1
s
s n=1
s
n=1
n=1
Thus

nPn (t)s = s

n=1

nPn (t)sn1 = s

n=1

G(s, t)
s

(iii)

(n 1)Pn1 (t)s =

n=1

(n 1)Pn1 (t)sn

n=2

and

(n 1)Pn1 (t)s = s
(n 1)Pn1 (t)sn2 = s2 G(s, t)

s
n=2
n=2
n

Therefore we have

G(s, t) = s G(s, t) + s2 G(s, t)

t
s
s
The expression above can be expressed as a linear partial differential equation

G(s, t) s(s 1) G(s, t) = 0

t
s

To solve this equation we proceed as follows: we first obtain the auxillary equations
to be used to solve the equation.
The equations are
t
s
G
=
=
1
s(s 1)
0
Next we solve any two of these equations and obtain a general solution for G(s, t).
(i)
t
s
=
1
s(s 1)
s
t =
s(s 1)
Integrating the left and right hand sides
Z
Z
t =
Z
t + c1 =
Z
t + c1 =
t + c1

s
s(s 1)
Z
B
A
s +
s
s
s1
Z
1
1
s +
s
s
s1
= ln s + ln(s 1) + c2

t + ln s ln(s 1) = c2 c1 = c
c1 and c2 are constants of integration. Their difference is also a constant. The
values A = 1 and B = 1 are obtained by solving the partial equations.
(ii)
t
G
=
1
0
0t = G
Integrating the left and right hand sides
Z
Z
0t =
G
k1 = G(s, t) + k2
G(s, t) = k1 k2 = k
k1 and k2 are constants of integration. Their difference is also a constant.

The general solution is



s
G(s, t) = (t + ln s ln(s 1)) = t + ln
s1



where is a function we need to determine.

At t = 0;

G(s, 0) = 0 + ln
let = eln( s1 ) ; =
s

s
s1

and s =

s
s1



s
= ln
s1



Now from definition

G(s, 0) = P1 (0)s + P2 (0)s2 + P3 (0)s3 + .... + Pn (0)sn + ..... = s
since P1 (0) = 1 Pn (0) = 0, n = 2, 3, ... Therefore
 


s
G(s, 0) = s =
= ln
1
s1
It follows then that


s
G(s, t) = t + ln
s1



Simplifying this function by substituting =

G(s, t) =

et
= t
=
e 1

s
s1

we get

set
set
=
set s + 1
1 s (1 et)

this is the probability generating function of geometric distribution with parameter et;
Pn (t) = et 1 et

10

n1

n = 1, 2, ...

Mean and Variance of population size:

We can use either the probability generating function technique or method of moments
technique to obtain the mean and variance of population size. For method of moments
define
M1 (t) =

nPn (t) ; M2(t) =

n2 Pn (t) in general

Mk (t) =

nk Pn (t)

and
X d
X
d
M1(t) =
n Pn (t) =
nPn0 (t) = M10 (t)
dt
dt
n
n
X
X
d
d
M2(t) =
n2 Pn (t) =
n2 Pn0 (t) = M20 (t)
dt
dt
n
n
Using the basic differential-difference equations, we can obtain the mean and variance
which will be given by
E[X(t)] = M1 (t) and

V ar[X(t)] = M2(t) (M1 (t))2

Example: Using the previous example, find the mean and variance of population size
using method of moments
Solution: The basic differential-difference equation is
Pn0 (t) = nPn (t) + (n 1)Pn1 (t) n = 1, 2, ......
Multiplying this equation by n and summing over all possible values of n we obtain

nPn0 (t)

n=1

n=1

n Pn (t) +

n=1

nPn0 (t)

n=1

X
n=1

n(n 1)Pn1 (t)

n=1
2

n Pn (t) +

n=1

nPn0 (t)

[(n 1) + 1](n 1)Pn1 (t)

n=1
2

n Pn (t) +

(n 1) Pn1 (t) +

n=1

M10 (t) = M2 (t) + M2 (t) + M1 (t) = M1 (t)

11

X
n=1

(n 1)Pn1 (t)

Now
M10 (t) = M1 (t)
M10 (t)
=
M1(t)
Integrating this function we obtain

M10 (t)
dt =
M1 (t)

dt

ln (M1 (t)) = t + c
M1 (t) = et+c
At t = 0
M1 (0) =

nPn (0) = 1P1 (0) + 2P2 (0) + 3P3 (0) + ... = 1

thus
M1 (0) = 1 = e0+c = ec
this implies c = 0
E[X(t)] = M1 (t) = et
Multiplying this equation by n2 and summing over all possible values of n we obtain

Pn0 (t)

n=1

n2 Pn0 (t) =

n Pn (t) +

n2 Pn0 (t) =

n3 Pn (t) +

Pn0 (t)

=
+

n=1

[(n 1) + 1]2 (n 1)Pn1 (t)

n3 Pn (t) +

[(n 1)2 + 2(n 1) + 1](n 1)Pn1 (t)

n=1

n=1

n2 (n 1)Pn1 (t)

n=1

n=1
2

X
n=1

n=1

n=1

n=1

n=1

n Pn (t) +

(n 1) Pn1 (t) +

n=1

2(n 1)2 Pn1 (t)

n=1

(n 1)Pn1 (t)

n=1

M20 (t) = M3 (t) + M3 (t) + 2M2 (t) + M1 (t) = 2M2 (t) + M1 (t)
12

Solve for M2 (t) by multiplying the expression for M2 (t) by integrating factor e2t and
intergrating it
M20 (t)e2t 2e2t M2 (t)

d 
M2 (t)e2t
dt
Z

d 
M2(t)e2t dt
dt


M2 (t)e2t

= M1 (t)e2t
= et e2t = et
Z
=
et dt
= et + c

M2 (t) =

et + c e2t

At t = 0;
M2 (0) =

n2 Pn (0) = 1P1 (0) + 22 P2 (0) + 32 P3 (0) + ... + n2 Pn (0) + .. = 1

M2 (0) = e0 + c e20 = 1
Thus c = 2 and
M2 (t) = 2e2t et
V ar[X(t)] = 2e2t et et

2

13



= e2t et = et et 1