×

On convergence rate estimates for some birth and death processes. (English. Russian original) Zbl 1373.82052

J. Math. Sci., New York 221, No. 4, 616-622 (2017); translation from Statisticheskie Metody Otsenivaniya i Proverki Gipotez 20, 140-148 (2007).
Summary: Homogeneous birth and death processes with a finite number of states are studied. We analyze the slowest and fastest rates of convergence to the limit mode. Estimates of these bounds for some classes of mean-field models are obtained. The asymptotics of the convergence rate for some models of chemical kinetics is studied in the case where the number of system states tends to infinity.

MSC:

82C22 Interacting particle systems in time-dependent statistical mechanics
37A60 Dynamical aspects of statistical mechanics
60J80 Branching processes (Galton-Watson, birth-and-death, etc.)
Full Text: DOI

References:

[1] P. Diaconis and L. Salloff-Coste, “Walks on generating sets of Abelian groups,” Probab. Theory Relat. Fields, 105, 393-421 (1996). · Zbl 0847.60081 · doi:10.1007/BF01192214
[2] E.A. Van Doorn, “Conditions for exponential ergodicity and bounds for the decay parameter of a birth-death process,” Adv. Appl. Probab., 17, 514-530 (1985). · Zbl 0597.60080 · doi:10.2307/1427118
[3] E. A. Doorn and A. I. Zeifman, “Extinction probability in a birth-death process with killing,” J. Appl. Probab., 42, 185-198 (2005). · Zbl 1083.60071 · doi:10.1017/S0021900200000152
[4] R. Fernández, J. Frőhlich, and A.D. Sokal, Random Walks, Critical Phenomenon and Triviality in Quantum Field Theory, Springer, Berlin (1992). · Zbl 0761.60061
[5] B. Granovsky and A. I. Zeifman, “The decay function of nonhomogeneous birth-death processes, with application to mean-field models,” Stoch. Process. Appl., 72, 105-120 (1997). · Zbl 0942.60075 · doi:10.1016/S0304-4149(97)00085-9
[6] B. Granovsky and A. I. Zeifman, “The <Emphasis Type=”Italic“>N-limit of spectral gap of a class of birth-death Markov chains,” Appl. Stoch. Models Bus. Ind., 16, 235-248 (2000). · Zbl 0972.60033 · doi:10.1002/1526-4025(200010/12)16:4<235::AID-ASMB415>3.0.CO;2-S
[7] B. Granovsky and A. I. Zeifman, “On the lower bound of the spectrum of some mean-field models,” Theory Prob. Appl., 49, 148-155 (2005). · Zbl 1094.60066 · doi:10.1137/S0040585X97980920
[8] T. M. Liggett, Interacting Particle Systems, Springer, New York (2005). · Zbl 1103.82016 · doi:10.1007/b138374
[9] A.Yu. Mitrophanov, “Note on Zeifman’s bounds on the rate of convergence for birth-death processes,” J. Appl. Probab., 41, 593-596 (2004). · Zbl 1078.60073 · doi:10.1017/S0021900200014546
[10] P.K. Polett and A. Vassalo, “Diffusion approximations for some simple chemical reaction schemes,” Adv. Appl. Probab., 24, 875-893 (1992). · Zbl 0762.60065 · doi:10.1017/S000186780002499X
[11] A. I. Zeifman, “Some estimates of the rate of convergence for birth and death processes,” J. Appl. Probab., 28, 268-277 (1991). · Zbl 0738.60088 · doi:10.1017/S002190020003967X
[12] A. I. Zeifman, “Upper and lower bounds on the rate of convergence for nonhomogeneous birth and death processes,” Stoch. Proc. Appl., 59, 157-173 (1995). · Zbl 0846.60084 · doi:10.1016/0304-4149(95)00028-6
This reference list is based on information provided by the publisher or from digital mathematics libraries. Its items are heuristically matched to zbMATH identifiers and may contain data conversion errors. In some cases that data have been complemented/enhanced by data from zbMATH Open. This attempts to reflect the references listed in the original paper as accurately as possible without claiming completeness or a perfect matching.