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Coupling bounds for approximating birth–death processes by truncation

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

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.

Suggested Citation

  • Crawford, Forrest W. & Stutz, Timothy C. & Lange, Kenneth, 2016. "Coupling bounds for approximating birth–death processes by truncation," Statistics & Probability Letters, Elsevier, vol. 109(C), pages 30-38.
    • Handle: RePEc:eee:stapro:v:109:y:2016:i:c:p:30-38
    DOI: 10.1016/j.spl.2015.10.013
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    References listed on IDEAS

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    1. Forrest W. Crawford & Vladimir N. Minin & Marc A. Suchard, 2014. "Estimation for General Birth-Death Processes," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 109(506), pages 730-747, June.
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    Cited by:

    1. Giorno, Virginia & Nobile, Amelia G., 2022. "On some integral equations for the evaluation of first-passage-time densities of time-inhomogeneous birth-death processes," Applied Mathematics and Computation, Elsevier, vol. 422(C).

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