Determination of the Spectral Index of Ergodicity of a Birth-and-Death Process

• Datum: 2000
• Hauptverfasser: Kartashov, M. V., Карташов, Н. В.
• Format: Artikel
• Sprache: Russisch; Englisch
• Veröffentlicht: Institute of Mathematics, NAS of Ukraine 2000
• Online Zugang: https://umj.imath.kiev.ua/index.php/umj/article/view/4488
• Назва журналу: Ukrains’kyi Matematychnyi Zhurnal

We obtain a new explicit relation for the calculation of the spectral index of ergodicity of a birth-and-death process with continuous time. The calculation of the index is reduced to the solution of an optimization problem of nonlinear programming that contains the infinitesimal matrix of the proce...