Computable Bounds for the Decay Parameter of a Birth–Death Process (Q5443745)

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scientific article; zbMATH DE number 5238135

Language	Label	Description	Also known as
English	Computable Bounds for the Decay Parameter of a Birth–Death Process	scientific article; zbMATH DE number 5238135

Statements

scholarly article

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

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Philip K. Pollett

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Journal of Applied Probability

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publication date

22 February 2008

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1239/jap/1183667415

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Continuous-time Markov chains. An applications-oriented approach

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Application of Stieltjes theory for <i>S</i>-fractions to birth and death processes

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Approximations of quasi-stationary distributions for Markov chains.

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On exponential ergodicity and spectral structure for birth-death processes. I

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On exponential ergodicity and spectral structure for birth-death processes. II

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ExponentialL 2-convergence andL 2-spectral gap for Markov processes

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Estimation of spectral gap for Markov chains

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Explicit bounds of the first eigenvalue.

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Variational formulas and approximation theorems for the first eigenvalue in dimension one

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Eigenvalues, Inequalities, and Ergodic Theory

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On quasi-stationary distributions in absorbing continuous-time finite Markov chains

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The limiting behavior of transient birth and death processes conditioned on survival

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Evaluation of the decay parameter for some specialized birth-death processes

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The Exponential Decay of Markov Transition Probabilities

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Convergence rates in strong ergodicity for Markov processes

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The quasi-stationary distribution of the closed endemic sis model

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On the quasi-stationary distribution of the stochastic logistic epidemic

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The determination of quasistationary distributions directly from the transition rates of an absorbing Markov chain

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Denumerable Markov processes and the associated contraction semigroups on l

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Solving the Birth and Death Processes with Quadratic Asymptotically Symmetric Transition Rates

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QUASI‐STATIONARY BEHAVIOUR IN THE RANDOM WALK WITH CONTINUOUS TIME

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Criteria for ergodicity, exponential ergodicity and strong ergodicity of Markov processes

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

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

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CONDITIONED MARKOV PROCESSES

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Some estimates of the rate of convergence for birth and death processes

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Strong ergodicity of monotone transition functions

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Identifiers

zbMATH Open document ID

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10.1239/jap/1183667415

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:5443745

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