On truncations for weakly ergodic inhomogeneous birth and death processes

We investigate a class of exponentially weakly ergodic inhomogeneous birth and death processes. We consider special transformations of the reduced intensity matrix of the process and obtain uniform (in time) error bounds of truncations. Our approach also guarantees that we can find limiting characte...

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Bibliographic Details
Main Authors: Zeifman Alexander, Satin Yacov, Korolev Victor, Shorgin Sergey
Format: Article
Language:English
Published: Sciendo 2014-09-01
Series:International Journal of Applied Mathematics and Computer Science
Subjects:
Online Access:https://doi.org/10.2478/amcs-2014-0037