|
This article is cited in 2 scientific papers (total in 2 papers)
On the Strong Ratio Limit Property for Discrete-Time Birth-Death Processes
Erik A. van Doorn Department of Applied Mathematics, University of Twente, P.O. Box 217, 7500 AE Enschede, The Netherlands
Abstract:
A sufficient condition is obtained for a discrete-time birth-death process to possess the strong ratio limit property, directly in terms of the one-step transition probabilities of the process. The condition encompasses all previously known sufficient conditions.
Keywords:
(a)periodicity; birth-death process; orthogonal polynomials; random walk
measure; ratio limit; transition probability.
Received: January 3, 2018; in final form May 13, 2018; Published online May 15, 2018
Citation:
Erik A. van Doorn, “On the Strong Ratio Limit Property for Discrete-Time Birth-Death Processes”, SIGMA, 14 (2018), 047, 9 pp.
Linking options:
https://www.mathnet.ru/eng/sigma1346 https://www.mathnet.ru/eng/sigma/v14/p47
|
Statistics & downloads: |
Abstract page: | 123 | Full-text PDF : | 29 | References: | 22 |
|