Convergence of quasi-stationary distributions in birth-death processes

Julian Keilson and Ravi Ramaswamy

Stochastic Processes and their Applications, 1984, vol. 18, issue 2, 301-312

Abstract: Let (N(t)) be an ergodic birth-death process on state space =(0,1,2,...). Let (NAk+1(t)) be the associated sequence of absorbing processes on the set (0,1,2,...,k+1) with state k+1 absorbing. It is shown that if the boundary at [infinity] is entrance or natural, then the sequence of corresponding quasi-stationary distributions for (NAk+1(t)) converges to the ergodic distribution of (N(t)) as k --> [infinity].

Date: 1984
References: Add references at CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/0304-4149(84)90302-8
Full text for ScienceDirect subscribers only

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:18:y:1984:i:2:p:301-312

Ordering information: This journal article can be ordered from
http://http://www.elsevier.com/wps/find/supportfaq.cws_home/regional
https://shop.elsevie ... _01_ooc_1&version=01

Access Statistics for this article

Stochastic Processes and their Applications is currently edited by T. Mikosch

More articles in Stochastic Processes and their Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().