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A NOTE ON THE ASYMPTOTIC BEHAVIOR OF THE HEIGHT FOR A BIRTH-AND-DEATH PROCESS

Published online by Cambridge University Press:  08 July 2020

Feng Wang
Affiliation:
School of Mathematical Sciences, Capital Normal University, Beijing100048, China E-mail: [email protected]; [email protected]; [email protected]
Xian-Yuan Wu
Affiliation:
School of Mathematical Sciences, Capital Normal University, Beijing100048, China E-mail: [email protected]; [email protected]; [email protected]
Rui Zhu
Affiliation:
School of Mathematical Sciences, Capital Normal University, Beijing100048, China E-mail: [email protected]; [email protected]; [email protected]

Abstract

Recently, the asymptotic mean value of the height for a birth-and-death process is given in Videla [Videla, L.A. (2020)]. We consider the asymptotic variance of the height in the case when the number of states tends to infinity. Further, we prove that the heights exhibit a cutoff phenomenon and that the normalized height converges to a degenerate distribution.

Type
Research Article
Copyright
Copyright © The Author(s), 2020. Published by Cambridge University Press

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