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Coupling bounds for approximating birth-death processes by truncation
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.
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| Udgivet i: | Stat Probab Lett |
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| Main Authors: | , , |
| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
2016
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| Fag: | |
| Online adgang: | https://ncbi.nlm.nih.gov/pmc/articles/PMC4662656/ https://ncbi.nlm.nih.gov/pubmed/26622074 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.spl.2015.10.013 |
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