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

Herman Callaert and Julian Keilson

Stochastic Processes and their Applications, 1973, vol. 1, issue 3, 217-235

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

Date: 1973
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