Application of Stieltjes theory forS-fractions to birth and death processes
- 1 September 1983
- journal article
- Published by Cambridge University Press (CUP) in Advances in Applied Probability
- Vol. 15 (3) , 507-530
- https://doi.org/10.2307/1426617
Abstract
We are interested in obtaining bounds for the spectrum of the infinite Jacobi matrix of a birth and death process or of any process (with nearest-neighbour interactions) defined by a similar Jacobi matrix.To this aim we use some results of Stieltjes theory forS-fractions, after reviewing them. We prove a general theorem giving a lower bound of the spectrum. The theorem also gives sufficient conditions for the spectrum to be discrete.The expression for the lower bound is then worked out explicitly for several, fairly general, classes of birth and death processes. A conjecture about the asymptotic behavior of a special class of birth and death processes is presented.Keywords
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