On linear birth-and-death processes in a random environment.

We study the probability of extinction for single-type and multi-type continuous-time linear birth-and-death processes in a finite Markovian environment. The probability of extinction is equal to 1 almost surely if and only if the basic reproduction number R(0) is ≤ 1, the key point being to identify a suitable definition of R(0) for such a result to hold.