GEOMETRIC ERGODICITY AND QUASI-STATIONARITY IN DISCRETE-TIME BIRTH-DEATH PROCESSES

被引：27
|
作者：
VANDOORN, EA
SCHRIJNER, P
机构：
来源：
JOURNAL OF THE AUSTRALIAN MATHEMATICAL SOCIETY SERIES B-APPLIED MATHEMATICS | 1995年 / 37卷
关键词：
D O I：
10.1017/S0334270000007621
中图分类号：
O29 [应用数学];
学科分类号：
070104 ;
摘要：
We study two aspects of discrete-time birth-death processes, the common feature of which is the central role played by the decay parameter of the process. First, conditions for geometric ergodicity and bounds for the decay parameter are obtained. Then the existence and structure of quasi-stationary distributions are discussed. The analyses are based on the spectral representation for the n-step transition probabilities of a birth-death process developed by Karlin and McGregor.
引用
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页码：121 / 144
页数：24
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