On times to quasi-stationarity for birth and death processes

DOI10.1007/s10959-009-0234-6zbMath1186.60086MaRDI QIDQ842403

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

zbMATH Keywords

birth and death processes; Dirichlet eigenvalues; absorption times; local equilibria; fastest strong stationary times; strong dual processes; strong quasi-stationary times; sums of independent exponential variables

Mathematics Subject Classification ID

15A18: Eigenvalues, singular values, and eigenvectors

37A30: Ergodic theorems, spectral theory, Markov operators

60J80: Branching processes (Galton-Watson, birth-and-death, etc.)

60J27: Continuous-time Markov processes on discrete state spaces

60J35: Transition functions, generators and resolvents

Related Items

Sharp bounds for NBUE distributions, Strong stationary duality for Möbius monotone Markov chains, Hitting time distribution for skip-free Markov chains: a simple proof, On hitting times and fastest strong stationary times for skip-free and more general chains, The passage time distribution for a birth-and-death chain: Strong stationary duality gives a first stochastic proof, Total variation cutoff in birth-and-death chains, Hitting time distributions for denumerable birth and death processes, Unnamed Item, On absorption times and Dirichlet eigenvalues, On the cut-off phenomenon for the transitivity of randomly generated subgroups

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