Generating Birth and Death Processes
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 |