Intertwining of birth-and-death processes

MaRDI QIDQ3085444zbMATH OpenFDO

Authors Jan M. Swart

Publication date 31 March 2011

Full work available at URL https://arxiv.org/abs/1004.5515, https://eudml.org/doc/196582, http://www.kybernetika.cz/content/2011/1/1

zbMATH Keywords

averaged Markov processbirth and death processcouplingeigenvaluesfirst passage timeintertwining of Markov processes

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Ergodic theorems, spectral theory, Markov operators (37A30) Stopping times; optimal stopping problems; gambling theory (60G40) Continuous-time Markov processes on discrete state spaces (60J27) Transition functions, generators and resolvents (60J35) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Recommendations

• On times to quasi-stationarity for birth and death processes
• First eigenvalue of birth-death processes with killing
• Intertwining of the Wright-Fisher diffusion.
• The passage time distribution for a birth-and-death chain: Strong stationary duality gives a first stochastic proof
• Some estimates of the rate of convergence for birth and death processes

Cites work

• Coincidence properties of birth and death processes
• Markov functions
• On absorption times and Dirichlet eigenvalues
• On times to quasi-stationarity for birth and death processes
• Strong stationary duality for continuous-time Markov chains. I: Theory
• Survival of contact processes on the hierarchical group

Cited in

(4)

• On the notion(s) of duality for Markov processes
• Generating Birth and Death Processes
• scientific article; zbMATH DE number 65714 (Why is no real title available?)
• Intertwining of the Wright-Fisher diffusion.

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