Coupling bounds for approximating birth-death processes by truncation. (English) Zbl 1382.60098
Summary: Birth-death processes are continuous-time Markov counting processes. Approximate moments can be computed by truncating the transition rate matrix. Using a coupling argument, we derive bounds for the total variation distance between the process and its finite approximation.
MSC:
| 60J27 | Continuous-time Markov processes on discrete state spaces |
References:
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