Font Size: a A A

The Ergodicity Of Birth-death Processes With Single Instantaneous State

Posted on:2010-04-02Degree:MasterType:Thesis
Country:ChinaCandidate:Y L HanFull Text:PDF
GTID:2190360302976124Subject:Applied Mathematics
Abstract/Summary:PDF Full Text Request
In this paper,we discuss the ergodicity of birth-death processes with single instantaneous state.We suppose its transition function is pij(t).Using the method of Ray-Knight and the excusion theory of Markov Process,we get the strong ergodicity of pij(t).Even more,we obtain the lower bound estimation of the maximum convergence speed of exponential ergodicity.
Keywords/Search Tags:excusion, birth-death process, instantaneous state, stationary distribution, strong ergodicity, exponential ergodicity
PDF Full Text Request
Related items