Representations for the rate of convergence of birth-death processes

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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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Birth-death Process
Birth and Death Process
Spectral Representation
Transition Probability
Orthogonal Polynomials
Upper and Lower Bounds
Rate of Convergence

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.
van Doorn, Erik A. / Representations for the rate of convergence of birth-death processes. Enschede : University of Twente, Department of Applied Mathematics, 2001. 11 p. (Memorandum / Department of Applied Mathematics; 1584).
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van Doorn, EA 2001, Representations for the rate of convergence of birth-death processes. Memorandum / Department of Applied Mathematics, no. 1584, University of Twente, Department of Applied Mathematics, Enschede.

Representations for the rate of convergence of birth-death processes. / van Doorn, Erik A.

Enschede : University of Twente, Department of Applied Mathematics, 2001. 11 p. (Memorandum / Department of Applied Mathematics; No. 1584).

Research output: Book/ReportReportOther research output

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AB - 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.

KW - MSC-60J80

KW - IR-65771

KW - EWI-3404

M3 - Report

T3 - Memorandum / Department of Applied Mathematics

BT - Representations for the rate of convergence of birth-death processes

PB - University of Twente, Department of Applied Mathematics

CY - Enschede

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van Doorn EA. Representations for the rate of convergence of birth-death processes. Enschede: University of Twente, Department of Applied Mathematics, 2001. 11 p. (Memorandum / Department of Applied Mathematics; 1584).