SOME RESULTS FOR QUASI-STATIONARY DISTRIBUTIONS OF BIRTH-DEATH PROCESSES

被引：23

作者：

KIJIMA, M ^{[1
]}

机构：

[1] UNIV SYDNEY,DEPT MATH STAT,SYDNEY,NSW 2006,AUSTRALIA

来源：

JOURNAL OF APPLIED PROBABILITY | 1991年 / 28卷 / 03期

关键词：

INVARIANT MEASURES; ORTHOGONAL POLYNOMIALS; STOCHASTIC BOUNDS; TRUNCATIONS;

D O I：

10.2307/3214486

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Quasi-stationary distributions are considered in their own right, and from the standpoint of finite approximations, for absorbing birth-death processes. Results on convergence of finite quasi-stationary distributions and a stochastic bound for an infinite quasi-stationary distribution are obtained. These results are akin to those of Keilson and Ramaswamy (1984). The methodology is a synthesis of Good (1968) and Cavender (1978).

引用

页码：503 / 511

页数：9

共 19 条

[1] QUASI-STATIONARY DISTRIBUTIONS OF BIRTH-AND-DEATH PROCESSES [J].