Coupling bounds for approximating birth-death processes by truncation

DOI10.1016/j.spl.2015.10.013zbMath1382.60098OpenAlexW2210515383WikidataQ36326937 ScholiaQ36326937MaRDI QIDQ899628

Forrest W. Crawford, Timothy C. Stutz, Kenneth L. Lange

Publication date: 30 December 2015

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.spl.2015.10.013

zbMATH Keywords

counting processcontinuous-time Markov chainChernoff bound

Mathematics Subject Classification ID

Continuous-time Markov processes on discrete state spaces (60J27)

Related Items (3)

Direct likelihood-based inference for discretely observed stochastic compartmental models of infectious disease ⋮ Birth/birth-death processes and their computable transition probabilities with biological applications ⋮ On some integral equations for the evaluation of first-passage-time densities of time-inhomogeneous birth-death processes

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