Exponential convergence to a quasi-stationary distribution for birth–death processes with an entrance boundary at infinity

Abstract

AbstractWe study the quasi-stationary behavior of the birth–death process with an entrance boundary at infinity. We give by the h-transform an alternative and simpler proof for the exponential convergence of conditioned distributions to a unique quasi-stationary distribution in the total variation norm. In addition, we also show that starting from any initial distribution the conditional probability converges to the unique quasi-stationary distribution exponentially fast in the $\psi$ -norm.