This article is cited in 2 papers

On the Strong Ratio Limit Property for Discrete-Time Birth-Death Processes

Erik A. van Doorn

Department of Applied Mathematics, University of Twente, P.O. Box 217, 7500 AE Enschede, The Netherlands

Abstract: A sufficient condition is obtained for a discrete-time birth-death process to possess the strong ratio limit property, directly in terms of the one-step transition probabilities of the process. The condition encompasses all previously known sufficient conditions.

Keywords: (a)periodicity; birth-death process; orthogonal polynomials; random walk measure; ratio limit; transition probability.

MSC: 60J80; 42C05

Received: January 3, 2018; in final form May 13, 2018; Published online May 15, 2018

Language: English

DOI: 10.3842/SIGMA.2018.047

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