Limiting characteristics for finite birth-death-catastrophe processes
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Published on: November 15, 2013
Alexander Zeifman1, Yakov Satin, Tatyana Panfilova
1Vologda State Pedagogical University, Institute of Informatics Problems RAS, and ISEDT RAS, S. Orlova 6, Vologda, Russia. a_zeifman@mail.ru
Abstract:
General nonstationary birth-death process with possible catastrophes on finite state space is studied. The approach for obtaining the bounds on the rates of convergence to the limiting characteristics is outlined. Method for construction of the limiting characteristics is proposed. We also show that, as a rule, the initial conditions quickly become irrelevant. An example of respective process is shown in details.
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