Ratio limits and limiting conditional distributions for discrete-time birth-death processes (Q1892532): Difference between revisions
From MaRDI portal
Set profile property. |
Created claim: Wikidata QID (P12): Q105583266, #quickstatements; #temporary_batch_1712272666262 |
||
(One intermediate revision by one other user not shown) | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2103021283 / rank | |||
Normal rank | |||
Property / Wikidata QID | |||
Property / Wikidata QID: Q105583266 / rank | |||
Normal rank |
Latest revision as of 02:00, 5 April 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Ratio limits and limiting conditional distributions for discrete-time birth-death processes |
scientific article |
Statements
Ratio limits and limiting conditional distributions for discrete-time birth-death processes (English)
0 references
27 September 1995
0 references
The authors study discrete-time birth-death processes with an absorbing state by considering the corresponding random walk polynomials for the \(n\)-step transition probabilities. Conditions are given for existence of limits of ratios of \(n\)-step transition probabilities for \(n \to \infty\). The conditional state distribution at time \(n\), given that absorption has not occurred by that time but will occur eventually, is studied. Conditions are given in which these distributions converge to a proper distribution. Finally, random walks related to Jacobi polynomials and random walks with almost constant parameters are studied.
0 references
birth-death processes
0 references
random walk
0 references
random walk polynomials
0 references