Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1151313 | Statistics & Probability Letters | 2016 | 9 Pages |
Abstract
Birth–death processes are continuous-time Markov counting processes. Approximate moments can be computed by truncating the transition rate matrix. Using a coupling argument, we derive bounds for the total variation distance between the process and its finite approximation.
Related Topics
Physical Sciences and Engineering
Mathematics
Statistics and Probability
Authors
Forrest W. Crawford, Timothy C. Stutz, Kenneth Lange,