Quasi-stationary distribution for the birth-death process with exit boundary

被引：5

作者：

Gao, Wu-Jun ^{[1
]}

Mao, Yong-Hua ^{[1
]}

机构：

[1] Beijing Normal Univ, Sch Math Sci, Lab Math & Complex Syst, Minist Educ, Beijing 100875, Peoples R China

来源：

JOURNAL OF MATHEMATICAL ANALYSIS AND APPLICATIONS | 2015年 / 427卷 / 01期

关键词：

Birth-death process; Quasi-stationary distribution; Exit boundary; Duality; Spectral representation; h-Transform; TIME MARKOV-CHAINS; CONVERGENCE;

D O I：

10.1016/j.jmaa.2015.02.030

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We prove that there exists a unique quasi-stationary distribution for the minimal birth-death process with exit boundary. A spectral representation for the quasi-stationary distribution is also obtained. (C) 2015 Elsevier Inc. All rights reserved.

引用

页码：114 / 125

页数：12

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