Computable Bounds for the Decay Parameter of a Birth–Death Process-Reference-Cited by-同舟云学术

Computable Bounds for the Decay Parameter of a Birth–Death Process

Published:2007-06 Issue:2 Volume:44 Page:476-491
ISSN:0021-9002
Container-title:Journal of Applied Probability
language:en
Short-container-title:Journal of Applied Probability

Author:

Sirl David,Zhang Hanjun,Pollett Phil

Abstract

We present bounds on the decay parameter for absorbing birth–death processes adapted from results of Chen (2000), (2001). We address numerical issues associated with computing these bounds, and assess their accuracy for several models, including the stochastic logistic model, for which estimates of the decay parameter have been obtained previously by Nåsell (2001).

Publisher

Cambridge University Press (CUP)

Subject

Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability

Reference30 articles.

1. Strong ergodicity of monotone transition functions

2. CONDITIONED MARKOV PROCESSES

3. Representations for the rate of convergence of birth–death processes;Van Doorn;Theory Prob. Math. Statist.,2002

4. Quasi-stationary distributions and convergence to quasi-stationarity of birth-death processes

5. Conditions for exponential ergodicity and bounds for the decay parameter of a birth-death process

Cited by 9 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes;Springer Proceedings in Mathematics & Statistics;2016

2. Spectral properties of birth–death polynomials;Journal of Computational and Applied Mathematics;2015-08

3. Computable Bounds on the Spectral Gap for Unreliable Jackson Networks;Advances in Applied Probability;2015-06

4. Representations for the Decay Parameter of a Birth-Death Process Based on the Courant-Fischer Theorem;Journal of Applied Probability;2015-03

5. Generating Birth and Death Processes;Stochastic Analysis and Applications;2011-02-25