Generalized Birth-Death Process on Finite Lattice

Abstract

We consider a generalized birth-death process (GBDP) whose state space is a finite subset of a $q$-dimensional lattice. It is assumed that there can be a jump of finite step size in all possible directions such that the probability of simultaneous transition in more than one direction is zero. Such processes are of interest as their transition probability matrix is diagonalizable under suitable conditions. Thus, their $k$-step transition probabilities can be efficiently obtained. For GBDP on two-dimensional finite grid, we obtain a sufficient and necessary condition for the vertical and horizontal transition probability matrices to commute. Later, we extend these results to the case of $q$-dimensional finite grid. We obtain the minimum number of constraints required on transition probabilities that ensure the commutation of transition probability matrices for each possible direction.