On times to quasi-stationarity for birth and death processes

DOI10.1007/S10959-009-0234-6zbMATH Open1186.60086OpenAlexW2004923261MaRDI QIDQ842403FDOQ842403

Authors: Persi Diaconis, Laurent Miclo 

Publication date: 25 September 2009

Published in: Journal of Theoretical Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10959-009-0234-6

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zbMATH Keywords

Dirichlet eigenvaluesabsorption timesbirth and death processeslocal equilibriafastest strong stationary timesstrong dual processesstrong quasi-stationary timessums of independent exponential variables

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) Continuous-time Markov processes on discrete state spaces (60J27) Transition functions, generators and resolvents (60J35)

Cites Work

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Cited In (45)

• Intertwining of birth-and-death processes
• Sharp bounds for NBUE distributions
• Hitting time distributions for birth-death processes with bilateral absorbing boundaries
• Quasi-stationary distribution for strongly Feller Markov processes by Lyapunov functions and applications to hypoelliptic Hamiltonian systems
• Random time changes for processes with random birth and death
• The Relaxation time for truncated birth-death processes
• Title not available (Why is that?)
• An orthogonal-polynomial approach to first-hitting times of birth-death processes
• On interweaving relations
• Generalized \(\Gamma\) calculus and application to interacting particles on a graph
• Estimates on the amplitude of the first Dirichlet eigenvector in discrete frameworks
• Total variation cutoff in birth-and-death chains
• On the cut-off phenomenon for the transitivity of randomly generated subgroups
• On Markov intertwining relations and primal conditioning
• Monotonicity for continuous-time random walks
• Usual and stochastic tail orders between hitting times for two Markov chains
• Computable bounds on the spectral gap for unreliable Jackson networks
• The quasi-stationary behavior of quasi-birth-and-death processes
• Quasi-stationary distribution for Hamiltonian dynamics with singular potentials
• The passage time distribution for a birth-and-death chain: Strong stationary duality gives a first stochastic proof
• Antiduality and Möbius monotonicity: generalized coupon collector problem
• Some sufficient conditions for stochastic comparisons between hitting times for skip-free Markov chains
• Strong stationary duality for Möbius monotone Markov chains
• Intertwining of the Wright-Fisher diffusion.
• Indeterminate moment problems related to birth and death processes with quartic rates
• A note on the passage time of finite-state Markov chains
• Hitting times and interlacing eigenvalues: a stochastic approach using intertwinings
• Hitting time distributions for denumerable birth and death processes
• The birth-death processes with regular boundary: stationarity and quasi-stationarity
• A Colonel Blotto gladiator game
• Two applications of random spanning forests
• On absorption times and Dirichlet eigenvalues
• On the notion(s) of duality for Markov processes
• Strong stationary duality for diffusion processes
• Two operational characterizations of cooptional times
• On the Markovian similarity
• On metastability
• Reproduction of initial distributions from the first hitting time distribution for birth-and-death processes
• A probabilistic proof of Cooper \& Frieze's ``First Visit Time Lemma
• Hitting time distribution for skip-free Markov chains: a simple proof
• On the Markov commutator
• Sharp asymptotics for the quasi-stationary distribution of birth-and-death processes
• Exact results on the first hitting via conditional strong quasi-stationary times and applications to metastability
• On hitting times and fastest strong stationary times for skip-free and more general chains
• Quantum \(SL_2\), infinite curvature and Pitman's $2M-X$ theorem

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