Representations for the rate of convergence of birth-death processes

Erik A. van Doorn

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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.
    Original languageEnglish
    Place of PublicationEnschede
    PublisherUniversity of Twente, Department of Applied Mathematics
    Number of pages11
    Publication statusPublished - 2001

    Publication series

    NameMemorandum / Department of Applied Mathematics
    PublisherDepartment of Applied Mathematics, University of Twente
    No.1584
    ISSN (Print)0169-2690

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    Keywords

    • MSC-60J80
    • IR-65771
    • EWI-3404

    Cite this

    van Doorn, E. A. (2001). Representations for the rate of convergence of birth-death processes. (Memorandum / Department of Applied Mathematics; No. 1584). Enschede: University of Twente, Department of Applied Mathematics.