The bivariate maximum process and quasi-stationary structure of birth- death processes

DOI10.1016/0304-4149(86)90111-0MaRDI QIDQ1079294zbMATH OpenOpenAlexFDO

Authors Julian Keilson, Ravi Ramaswamy

Publication date 1986

Published in Stochastic Processes and their Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4149(86)90111-0

zbMATH Keywords

birth-death processconvergence of quasistationary distributions

Mathematics Subject Classification ID

Limit theorems in probability theory (60F99) Continuous-time Markov processes on discrete state spaces (60J27) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Review text

Instead of considering the convergence of quasistationary distributions \(q^ T_ k\) of a birth-death process (N(t)) as in their previous paper in Stochastic Processes Appl. 18, 301-312 (1984; Zbl 0558.60066), the authors show that the sequence \((q^ T_ k)\) increases stochastically with k. The maximum chain \(M(t)=\max_{0\leq t'\leq t}N(t')\) is studied for the proof.

Recommendations

• Some results for quasi-stationary distributions of birth-death processes
• scientific article; zbMATH DE number 919622
• Convergence of quasi-stationary distributions in birth-death processes
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Cites work

• Convergence of quasi-stationary distributions in birth-death processes
• Convergence of quasi-stationary to stationary distributions for stochastically monotone Markov processes
• Markov chain models - rarity and exponentiality
• On exponential ergodicity and spectral structure for birth-death processes. I
• On quasi-stationary distributions in absorbing continuous-time finite Markov chains
• On Quasi-Stationary distributions in absorbing discrete-time finite Markov chains
• Spectral theory for the differential equations of simple birth and death processes
• The Classification of Birth and Death Processes
• Uniform stochastic ordering and related inequalities

Cited in

(4)

• On the expected maximum of a birth-and-death process
• The Relaxation time for truncated birth-death processes
• scientific article; zbMATH DE number 1995734 (Why is no real title available?)
• Convergence of quasi-stationary distributions in birth-death processes

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