Representations for the rate of convergence of birth-death processes

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Doorn, Erik A. van (2002) Representations for the rate of convergence of birth-death processes. Theory of Probability and Mathematical Statistics, 65 . pp. 37-43. ISSN 1547-7363

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Abstract:We display some representations for the rate of convergence of a birth-death process, which are useful for obtaining upper and lower bounds. The expressions are brought to light by exploiting the spectral representation for the transition probabilities of a birth-death process and results from the theory of orthogonal polynomials.
Item Type:Article
Copyright:© 2002 American Mathematical Society
Faculty:
Electrical Engineering, Mathematics and Computer Science (EEMCS)
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Link to this item:http://purl.utwente.nl/publications/62340
Publisher URL:http://www.ams.org/tpms/
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Metis ID: 207006