Abstract
We study birth-death processes on the non-negative integers where $\{1,2,\ldots\}$ is an irreducible class and $0$ an absorbing state, with the additional feature that a transition to state $0$ may occur from any state. We give a condition for absorption (extinction) to be certain and obtain the eventual absorption probabilities when absorption is not certain. We also study the rate of convergence as $t\to\infty$ of the probability of absorption at time $t$, and relate it to the common rate of convergence of the transition probabilities which do not involve state $0$. Finally, we derive upper and lower bounds for the probability of absorption at time $t$ by applying a technique which involves the logarithmic norm of an appropriately defined operator.
| Original language | Undefined |
|---|---|
| Place of Publication | Enschede |
| Publisher | University of Twente |
| Number of pages | 20 |
| Publication status | Published - 2004 |
Publication series
| Name | Memorandum Faculty of Mathematical Sciences |
|---|---|
| Publisher | Department of Applied Mathematics, University of Twente |
| No. | 1723 |
| ISSN (Print) | 0169-2690 |
UN SDGs
This output contributes to the following UN Sustainable Development Goals (SDGs)
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SDG 15 Life on Land
Keywords
- MSC-60J27
- MSC-60J80
- IR-65907
- METIS-218214
- EWI-3543
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