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Ergodicity Estimation Of General Birth-death Processes

Posted on:2020-07-30Degree:MasterType:Thesis
Country:ChinaCandidate:N WangFull Text:PDF
GTID:2370330575465519Subject:Statistics
Abstract/Summary:PDF Full Text Request
Ergodicity is key problem of Markov processes and attracts many probabilitier.Birth-death processes are most simple Markov processes and their ergodicity is very complete under the condition that they satisfy the uniqueness condition.In this paper we prove that the birth-death processes are exponential ergodic under the condition that ? is exit and enter,and give some estaimate of their maximal ergodicity.
Keywords/Search Tags:birth-death process, boundary condition, exponential ergodicty, maximal ergodic index
PDF Full Text Request
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