Representations for the rate of convergence of birth-death processes

Doorn van, Erik A. (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)
Research Group:	Statistics and Probability (SP)
Link to this item:	http://purl.utwente.nl/publications/62340
Publisher URL:	http://www.ams.org/tpms/
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