On the Rate of Convergence for a Characteristic of Multidimensional Birth-Death Process

We consider a multidimensional inhomogeneous birth-death process. In this paper, a general situation is studied in which the intensity of birth and death for each coordinate (“each type of particle”) depends on the state vector of the whole process. A one-dimensional projection o...

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Bibliographic Details
Main Authors: Alexander Zeifman, Yacov Satin, Ksenia Kiseleva, Victor Korolev
Format: Article
Language:English
Published: MDPI AG 2019-05-01
Series:Mathematics
Subjects:
Online Access:https://www.mdpi.com/2227-7390/7/5/477
Description
Summary:We consider a multidimensional inhomogeneous birth-death process. In this paper, a general situation is studied in which the intensity of birth and death for each coordinate (“each type of particle”) depends on the state vector of the whole process. A one-dimensional projection of this process on one of the coordinate axes is considered. In this case, a non-Markov process is obtained, in which the transitions to neighboring states are possible in small periods of time. For this one-dimensional process, by modifying the method previously developed by the authors of the note, estimates of the rate of convergence in weakly ergodic and null-ergodic cases are obtained. The simplest example of a two-dimensional process of this type is considered.
ISSN:2227-7390