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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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Detalhes bibliográficos
Publicado no:Stat Probab Lett
Main Authors: Crawford, Forrest W., Stutz, Timothy C., Lange, Kenneth
Formato: Artigo
Idioma:Inglês
Publicado em: 2016
Assuntos:
Acesso em linha: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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