Upper and lower bounds on the rate of convergence for nonhomogeneous birth and death processes
A.I. Zeifman
Stochastic Processes and their Applications, 1995, vol. 59, issue 1, 157-173
Abstract:
We consider nonhomogeneous birth and death processes and obtain upper and lower bounds on the rate of convergence. Homogeneous birth and death processes and birth and death processes on a finite state space are studied as special cases.
Keywords: Birth and death process Differential equations; Ergodicity; Bounds; The rate of convergence (search for similar items in EconPapers)
Date: 1995
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Persistent link: https://EconPapers.repec.org/RePEc:eee:spapps:v:59:y:1995:i:1:p:157-173
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