Generating Birth and Death Processes


Autoria(s): Parthasarathy, P. R.; Ranga, Alagacone Sri
Contribuinte(s)

Universidade Estadual Paulista (UNESP)

Data(s)

20/05/2014

20/05/2014

01/01/2011

Resumo

Associated with an ordered sequence of an even number 2N of positive real numbers is a birth and death process (BDP) on {0, 1, 2,..., N} having these real numbers as its birth and death rates. We generate another birth and death process from this BDP on {0, 1, 2,..., 2N}. This can be further iterated. We illustrate with an example from tan(kz). In BDP, the decay parameter, viz., the largest non-zero eigenvalue is important in the study of convergence to stationarity. In this article, the smallest eigenvalue is found to be useful.

Formato

185-196

Identificador

http://dx.doi.org/10.1080/07362994.2011.532038

Stochastic Analysis and Applications. Philadelphia: Taylor & Francis Inc, v. 29, n. 2, p. 185-196, 2011.

0736-2994

http://hdl.handle.net/11449/21813

10.1080/07362994.2011.532038

WOS:000287704800002

Idioma(s)

eng

Publicador

Taylor & Francis Inc

Relação

Stochastic Analysis and Applications

Direitos

closedAccess

Palavras-Chave #Birth and death process #Continued fractions #Orthogonal polynomials #Tridiagonal matrices
Tipo

info:eu-repo/semantics/article