On the strong ratio limit property for discrete-time birth-death processes

Erik A. van Doorn (Corresponding Author)

Research output: Contribution to journalArticleAcademicpeer-review

2 Citations (Scopus)
35 Downloads (Pure)

Abstract

A sufficient condition is obtained for a discrete-time birth-death process to possess the strong ratio limit property, directly in terms of the one-step transition probabilities of the process. The condition encompasses all previously known sufficient conditions.
Original languageEnglish
Article number047
Number of pages9
JournalSymmetry, integrability and geometry : methods and applications (SIGMA)
Volume14
DOIs
Publication statusPublished - 15 May 2018

Fingerprint

Birth-death Process
Discrete-time
Sufficient Conditions
Transition Probability

Keywords

  • (a)periodicity
  • birth-death process
  • orthogonal polynomials
  • random walk measure
  • ratio limit
  • transition probability

Cite this

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title = "On the strong ratio limit property for discrete-time birth-death processes",
abstract = "A sufficient condition is obtained for a discrete-time birth-death process to possess the strong ratio limit property, directly in terms of the one-step transition probabilities of the process. The condition encompasses all previously known sufficient conditions.",
keywords = "(a)periodicity, birth-death process, orthogonal polynomials, random walk measure, ratio limit, transition probability",
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KW - random walk measure

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JO - Symmetry, integrability and geometry : methods and applications (SIGMA)

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