Geometric ergodicity and quasi-stationarity in discrete-time birth-death processes

Erik A. van Doorn, Pauline Schrijner

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    Abstract

    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
    Original languageEnglish
    Pages (from-to)121-144
    Number of pages24
    JournalJournal of the Australian Mathematical Society. Series B, Applied mathematics
    Volume37
    DOIs
    Publication statusPublished - 1995

    Keywords

    • METIS-140704

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