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

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)

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)

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

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