The numerical resolution of birth and death Kolmogorov equations (Q1118379)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The numerical resolution of birth and death Kolmogorov equations |
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The numerical resolution of birth and death Kolmogorov equations (English)
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1987
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We compare the exact spectrum of some cubic and quartic birth and death processes with results obtained in numerical diagonalization of Kolmogorov equations. We show the importance of the truncation procedure not only for asymptotically symmetric processes but also for processes nearly related.
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spectrum
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cubic and quartic birth and death processes
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numerical diagonalization
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Kolmogorov equations
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asymptotically symmetric processes
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