The asymptotic behavior of a divergent linear birth and death process
Keyword(s):
We consider a birth and death process with Q-matrix of rates qm,m + 1 = mβ, qm,m − 1 = mδ, qm,m = – m(β + δ) and qm,n = 0 otherwise. We assume that 0 < δ < β and β – δ = 1. The asymptotic behavior of first-arrival time at state n given that the process is at state m at time zero is expressed in terms of polynomials and it is shown that if m < n and m is large that the first-arrival time is close to log n/m with high probability.
1976 ◽
Vol 8
(02)
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pp. 315-338
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1987 ◽
Vol 39
(4)
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pp. 2944-2948
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1994 ◽
Vol 10
(2)
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pp. 194-212
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1983 ◽
Vol 15
(03)
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pp. 507-530
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1994 ◽
Vol 73
(24)
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pp. 3219-3222
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