English

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

Probability 2018-05-16 v2

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

Cite

@article{arxiv.1801.00506,
  title  = {On the Strong Ratio Limit Property for Discrete-Time Birth-Death Processes},
  author = {Erik A. van Doorn},
  journal= {arXiv preprint arXiv:1801.00506},
  year   = {2018}
}