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On exponential ergodicity and spectral structure for birth-death processes, II

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  • Callaert, Herman
  • Keilson, Julian

Abstract

In Part I, Feller's boundary theory was described with simple conditions for process classification. The implications of this boundary classification scheme for spectral structure and exponential ergodicity are examined in Part II. Conditions under which the spectral span is finite or infinite are established. A time-dependent norm is exhibited describing the exponentiality of the convergence and its uniformity. Specific systems are discussed in detail: Contents: 1. 7. Spectral structure for the M/M/I process 2. 8. Exponential ergodicity for processes with entrance, exit, and regular boundaries 3. 9. Exponential ergodicity for processes with natural boundaries 4. 10. Uniformity of exponential convergence 5. 11. Finite and Infinite spectral span 6. 12. Skip-free processes on the full lattice

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  • Callaert, Herman & Keilson, Julian, 1973. "On exponential ergodicity and spectral structure for birth-death processes, II," Stochastic Processes and their Applications, Elsevier, vol. 1(3), pages 217-235, July.
    • Handle: RePEc:eee:spapps:v:1:y:1973:i:3:p:217-235
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    Cited by:

    1. Di Crescenzo, Antonio & Giorno, Virginia & Nobile, Amelia G., 2016. "Constructing transient birth–death processes by means of suitable transformations," Applied Mathematics and Computation, Elsevier, vol. 281(C), pages 152-171.
    2. Zeifman, A.I., 1995. "Upper and lower bounds on the rate of convergence for nonhomogeneous birth and death processes," Stochastic Processes and their Applications, Elsevier, vol. 59(1), pages 157-173, September.

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