Abstract We study the quasi-stationary behavior of the birth–death process with an entrance boundary at infinity. We give by the h-transform an alternative and simpler proof for the exponential convergence… Click to show full abstract
Abstract We study the quasi-stationary behavior of the birth–death process with an entrance boundary at infinity. We give by the h-transform an alternative and simpler proof for the exponential convergence of conditioned distributions to a unique quasi-stationary distribution in the total variation norm. In addition, we also show that starting from any initial distribution the conditional probability converges to the unique quasi-stationary distribution exponentially fast in the $\psi$ -norm.
Keywords:
stationary distribution;
boundary infinity;
entrance boundary;
birth death;
distribution;
quasi stationary
Journal Title: Journal of Applied Probability
Year Published: 2022
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Journal Title: Journal of Applied Probability
Year Published: 2022
Link to full text (if available)
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recommendations!