posted on 2011-09-28, 10:55authored byDavid Sirl, Hanjun Zhang, Phil Pollett
We present bounds on the decay parameter for absorbing birth--death processes adapted from results of Chen (2000), (2001). We address numerical issues associated with computing these bounds, and assess their accuracy for several models, including the stochastic logistic model, for which estimates of the decay parameter have been obtained previously by Nåsell (2001).
History
School
Science
Department
Mathematics Education Centre
Citation
SIRL, D., ZHANG, H. and POLLETT, P., 2007. Computable bounds for the decay parameter of a birth-death process. Journal of Applied Probability, 44 (2), pp. 475-490.