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Generating Birth and Death Processes
Authors:P. R. Parthasarathy
Affiliation:Institut for Stochastics, University of Karlsruhe (TH) , Karlsruhe, Germany
Abstract:
Associated with an ordered sequence of an even number 2N of positive real numbers is a birth and death process (BDP) on {0, 1, 2,…, N} having these real numbers as its birth and death rates. We generate another birth and death process from this BDP on {0, 1, 2,…, 2N}. This can be further iterated. We illustrate with an example from tan(kz). In BDP, the decay parameter, viz., the largest non-zero eigenvalue is important in the study of convergence to stationarity. In this article, the smallest eigenvalue is found to be useful.
Keywords:Birth and death process  Continued fractions  Orthogonal polynomials  Tridiagonal matrices
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