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Ergodicty Estimate For A Class Of Birth-death Processes

Posted on:2020-02-14Degree:MasterType:Thesis
Country:ChinaCandidate:D YangFull Text:PDF
GTID:2370330575964018Subject:Statistics
Abstract/Summary:PDF Full Text Request
Under the condition that the boundary of the birth and death process is regular,the construction of the process is very complicated.On the one hand,the process may be non-conservative,on the other hand,after process explosion,it may appear similar to Brownian motion.Without considering ergodicity,its structure is very complex.This thesis is divided into two parts: the first is fundamental knowledge of birth-death processes,the second is ergodicity of birth-death processes under the condition that ? is regular,and give some estimates of their maximal ergodicity.
Keywords/Search Tags:birth-death process, boundary condition, exponential ergodicity, maximal ergodic index
PDF Full Text Request
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