Publication: Generating Birth and Death Processes
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Undergraduate course
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Taylor & Francis Inc
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Article
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Abstract
Associated with an ordered sequence of an even number 2N of positive real numbers is a birth and death process (BDP) on {0, 1, 2,..., N} having these real numbers as its birth and death rates. We generate another birth and death process from this BDP on {0, 1, 2,..., 2N}. This can be further iterated. We illustrate with an example from tan(kz). In BDP, the decay parameter, viz., the largest non-zero eigenvalue is important in the study of convergence to stationarity. In this article, the smallest eigenvalue is found to be useful.
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Keywords
Birth and death process, Continued fractions, Orthogonal polynomials, Tridiagonal matrices
Language
English
Citation
Stochastic Analysis and Applications. Philadelphia: Taylor & Francis Inc, v. 29, n. 2, p. 185-196, 2011.
