Some results for quasi-stationary distributions of birth-death processes

Quasi-stationary distributions are considered in their own right, and from the standpoint of finite approximations, for absorbing birth-death processes. Results on convergence of finite quasi-stationary distributions and a stochastic bound for an infinite quasi-stationary distribution are obtained. These results are akin to those of Keilson and Ramaswamy (1984). The methodology is a synthesis of Good (1968) and Cavender (1978).

[1]  E. A. van Doorn Quasi-stationary distributions and convergence to quasi-stationarity of birth-death processes , 1991, Advances in Applied Probability.

[2]  E. V. Doorn,et al.  Quasi-stationary distributions and convergence to quasi-stationarity of birth-death processes , 1991 .

[3]  P. Pollett The generalized Kolmogorov criterion , 1989 .

[4]  P. K. Pollett,et al.  Reversibility, invariance and μ-invariance , 1988, Advances in Applied Probability.

[5]  Erik A. van Doorn,et al.  Representations and bounds for zeros of Orthogonal polynomials and eigenvalues of sign-symmetric tri-diagonal matrices , 1987 .

[6]  Conditions for exponential ergodicity and bounds for the decay parameter of a birth-death process , 1985, Advances in Applied Probability.

[7]  Convergence of quasi-stationary distributions in birth-death processes , 1984 .

[8]  van E.A. Doorn Conditions for exponential ergodicity and bounds for the Deacy parameters of a birth-death process , 1982 .

[9]  J. A. Cavender,et al.  Quasi-stationary distributions of birth-and-death processes , 1978, Advances in Applied Probability.

[10]  David Vere-Jones SOME LIMIT THEOREMS FOR EVANESCENT PROCESSES , 1969 .

[11]  P. Good,et al.  The limiting behavior of transient birth and death processes conditioned on survival , 1968, Journal of the Australian Mathematical Society.

[12]  E. Seneta,et al.  On quasi-stationary distributions in absorbing continuous-time finite Markov chains , 1967, Journal of Applied Probability.

[13]  E. Seneta,et al.  On quasi-stationary distributions in discrete-time Markov chains with a denumerable infinity of states , 1966, Journal of Applied Probability.

[14]  E. Seneta QUASI‐STATIONARY BEHAVIOUR IN THE RANDOM WALK WITH CONTINUOUS TIME , 1966 .

[15]  E. Seneta,et al.  On Quasi-Stationary distributions in absorbing discrete-time finite Markov chains , 1965, Journal of Applied Probability.

[16]  Samuel Karlin,et al.  The classification of birth and death processes , 1957 .

[17]  S. Karlin,et al.  The differential equations of birth-and-death processes, and the Stieltjes moment problem , 1957 .

[18]  G. Reuter,et al.  Spectral theory for the differential equations of simple birth and death processes , 1954, Philosophical Transactions of the Royal Society of London. Series A, Mathematical and Physical Sciences.