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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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Citations: View citations in EconPapers (14)

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