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Exponential ergodicity for single-birth processes

Published online by Cambridge University Press:  14 July 2016

Yong-Hua Mao*
Affiliation:
Beijing Normal University
Yu-Hui Zhang*
Affiliation:
Beijing Normal University
*
Postal address: Department of Mathematics, Beijing Normal University, Beijing 100875, P. R. China
Postal address: Department of Mathematics, Beijing Normal University, Beijing 100875, P. R. China

Abstract

An explicit, computable, and sufficient condition for exponential ergodicity of single-birth processes is presented. The corresponding criterion for birth–death processes is proved using a new method. As an application, some sufficient conditions are obtained for exponential ergodicity of an extended class of continuous-time branching processes and of multidimensional Q-processes, by comparison methods.

Type
Research Papers
Copyright
Copyright © Applied Probability Trust 2004 

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