Representations for the rate of convergence of birth-death processes

Erik A. van Doorn

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 language	Undefined
Pages (from-to)	37-43
Number of pages	8
Journal	Theory of probability and mathematical statistics
Volume	65
Publication status	Published - 2002

Keywords

Decay parameter
duality
Orthogonal polynomials
Birth-death process
METIS-207006
IR-62340
EWI-12838

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Cite this

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title = "Representations for the rate of convergence of birth-death processes",

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.",

keywords = "Decay parameter, duality, Orthogonal polynomials, Birth-death process, METIS-207006, IR-62340, EWI-12838",

author = "\{van Doorn\}, \{Erik A.\}",

year = "2002",

language = "Undefined",

volume = "65",

pages = "37--43",

journal = "Theory of probability and mathematical statistics",

issn = "0094-9000",

publisher = "American Mathematical Society",

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T1 - Representations for the rate of convergence of birth-death processes

AU - van Doorn, Erik A.

PY - 2002

Y1 - 2002

N2 - 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.

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 - Decay parameter

KW - duality

KW - Orthogonal polynomials

KW - Birth-death process

KW - METIS-207006

KW - IR-62340

KW - EWI-12838

M3 - Article

SN - 0094-9000

VL - 65

SP - 37

EP - 43

JO - Theory of probability and mathematical statistics

JF - Theory of probability and mathematical statistics

ER -