Erik A. van Doorn, “On the Strong Ratio Limit Property for Discrete-Time Birth-Death Processes”, SIGMA, 2018, том 14,047, 9 стр.

Эта публикация цитируется в 2 статьях

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

Аннотация: 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.

Ключевые слова: (a)periodicity; birth-death process; orthogonal polynomials; random walk measure; ratio limit; transition probability.

MSC: 60J80; 42C05

Поступила: 3 января 2018 г.; в окончательном варианте 13 мая 2018 г.; опубликована 15 мая 2018 г.

Язык публикации: английский

DOI: 10.3842/SIGMA.2018.047