On times to quasi-stationarity for birth and death processes
DOI10.1007/s10959-009-0234-6zbMath1186.60086OpenAlexW2004923261MaRDI QIDQ842403
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
birth and death processesDirichlet eigenvaluesabsorption timeslocal equilibriafastest strong stationary timesstrong dual processesstrong quasi-stationary timessums of independent exponential variables
Eigenvalues, singular values, and eigenvectors (15A18) Ergodic theorems, spectral theory, Markov operators (37A30) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Continuous-time Markov processes on discrete state spaces (60J27) Transition functions, generators and resolvents (60J35)
Related Items
Cites Work
- Strong stationary times via a new form of duality
- Coincidence properties of birth and death processes
- 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
- On eigenfunctions of Markov processes on trees
- Separation cut-offs for birth and death chains
- Strong uniform times and finite random walks
- The spectral decomposition of a diffusion hitting time
- Strong stationary duality for continuous-time Markov chains. I: Theory
- On functions which preserve the class of Stieltjes matrices
- Markov chain models - rarity and exponentiality
- Beta-gamma random variables and intertwining relations between certain Markov processes
- On discrete inhomogeneous exit problems
- Metastability and low lying spectra in reversible Markov chains
- Asymptotics of the spectra of Schrödinger operators with low temperature
- Shuffling Cards and Stopping Times
- Strong stationary times and eigenvalues
- Log-concavity and log-convexity in passage time densities of diffusion and birth-death processes
- Random Walk and the Theory of Brownian Motion
- Markov functions
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item