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

Erik A. van Doorn

doi:10.3842/SIGMA.2018.047

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

Erik A. van Doorn (Corresponding Author)

Stochastic Operations Research

Research output: Contribution to journal › Article › Academic › peer-review

2 Citations (Scopus)

102 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 language	English
Article number	047
Number of pages	9
Journal	Symmetry, integrability and geometry : methods and applications (SIGMA)
Volume	14
DOIs	https://doi.org/10.3842/SIGMA.2018.047
Publication status	Published - 15 May 2018

Keywords

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

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10.3842/SIGMA.2018.047Licence: CC BY-SA

sigma18-047Final published version, 291 KBLicence: CC BY-SA

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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.",

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KW - (a)periodicity

KW - birth-death process

KW - orthogonal polynomials

KW - random walk measure

KW - ratio limit

KW - transition probability

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DO - 10.3842/SIGMA.2018.047

M3 - Article

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

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

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

Abstract

Keywords

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