Hostname: page-component-76fb5796d-2lccl Total loading time: 0 Render date: 2024-04-26T19:57:17.434Z Has data issue: false hasContentIssue false

A NOTE ON THE ASYMPTOTIC BEHAVIOR OF THE HEIGHT FOR A BIRTH-AND-DEATH PROCESS

Published online by Cambridge University Press:  08 July 2020

Feng Wang
Affiliation:
School of Mathematical Sciences, Capital Normal University, Beijing100048, China E-mail: wangf@mail.cnu.edu.cn; wuxy@cnu.edu.cn; lmozi999@163.com
Xian-Yuan Wu
Affiliation:
School of Mathematical Sciences, Capital Normal University, Beijing100048, China E-mail: wangf@mail.cnu.edu.cn; wuxy@cnu.edu.cn; lmozi999@163.com
Rui Zhu
Affiliation:
School of Mathematical Sciences, Capital Normal University, Beijing100048, China E-mail: wangf@mail.cnu.edu.cn; wuxy@cnu.edu.cn; lmozi999@163.com

Abstract

Recently, the asymptotic mean value of the height for a birth-and-death process is given in Videla [Videla, L.A. (2020)]. We consider the asymptotic variance of the height in the case when the number of states tends to infinity. Further, we prove that the heights exhibit a cutoff phenomenon and that the normalized height converges to a degenerate distribution.

Type
Research Article
Copyright
Copyright © The Author(s), 2020. Published by Cambridge University Press

Access options

Get access to the full version of this content by using one of the access options below. (Log in options will check for institutional or personal access. Content may require purchase if you do not have access.)

References

Anick, D., Mitra, D., & Sondhi, M. (1982). Stochastic theory of a data-handling system with multiple sources. Bell Systems Technical Journal 61(8): 18711894.CrossRefGoogle Scholar
Chen, G.-Y. & Saloff-Coste, L. (2008). The cutoff phenomenon for ergodic Markov processes. Electronic Journal of Probability 13: 2678.CrossRefGoogle Scholar
Cooper, R.B. (1981). Introduction to queueing theory, 2nd ed. New York: Elsevier North Holland.Google Scholar
Diaconis, P. & Saloff-Coste, L. (1996). Walks on generating sets of Abelian groups. Probability Theory and Related Fields 105: 393421.CrossRefGoogle Scholar
Fernández, R., Fröhlich, J., & Sokal, A.D. (1992). Random walks, critical phenomenon and triviality in quantum field theory, 1st ed. Berlin: Springer-Verlag.CrossRefGoogle Scholar
Granovsky, B.L. & Zeifman, A.I. (1997). The decay function of nonhomogeneous birth-death processes, with application to mean-field models. Stochastic Processes and their Applications 72(1): 105120.CrossRefGoogle Scholar
Granovsky, B.L. & Zeifman, A.I. (2005). On the lower bound of the spectrum of some mean-field models. Theory of Probability and Its Applications 49(1): 148155.CrossRefGoogle Scholar
Hart, A., Martinez, S., & Videla, L. (2006). A simple maximization model inspired by algorithms for the organization of genetic candidates in bacterial DNA. Advances in Applied Probability 38(4): 10711097.CrossRefGoogle Scholar
Liggett, T.M. (1985). Interacting particle systems. New York: Springer-Verlag.CrossRefGoogle Scholar
Mitra, D. & Weiss, A. (1988). The transient behavior in Erlang's model for large trunk groups and various traffic conditions. In Proceeding of the 12th International Teletraffic Congress, Torino, Italy, pp. 5.1B4.1–5.1B4.8.Google Scholar
Saloff-Coste, L. (1997). Lectures on finite Markov chains. Lecture Notes in Mathematics, vol. 1665. Berlin: Springer-Verlag.CrossRefGoogle Scholar
Videla, L.A. (2020). On the expected maximum of a birth-and-death process. Statistcs & Probability Letters 158: 108665. https://doi.org/10.1016/j.spl.2019.108665CrossRefGoogle Scholar
Zeifman, A.I. & Panfilova, T.L. (2017). On convergence rate estimates for some birth and death processes. Journal of Mathematical Sciences 221(4): 616622.CrossRefGoogle Scholar