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

• Date: 2000
• Main Authors: Kartashov, M. V., Карташов, Н. В.
• Format: Article
• Language: Russian; English
• Published: Institute of Mathematics, NAS of Ukraine 2000
• Online Access: https://umj.imath.kiev.ua/index.php/umj/article/view/4488
• Journal Title: 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...