Intertwining of birth-and-death processes

zbMATH Open1221.60125arXiv1004.5515MaRDI QIDQ3085444FDOQ3085444

Authors: Jan M. Swart 

Publication date: 31 March 2011

Full work available at URL: https://arxiv.org/abs/1004.5515

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

zbMATH Keywords

eigenvaluescouplingfirst passage timebirth and death processaveraged Markov processintertwining of Markov processes

Mathematics Subject Classification ID

Eigenvalues, singular values, and eigenvectors (15A18) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) 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)

Cites Work

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

Cited In (4)

• Intertwining of the Wright-Fisher diffusion.
• Title not available (Why is that?)
• Generating Birth and Death Processes
• On the notion(s) of duality for Markov processes

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