Central Limit Analogues for Markov Population Processes

Journal of the Royal Statistical Society: Series B (Statistical Methodology) · 1973 · Volume 35 · Issue 1

DOI: 10.1111/j.2517-6161.1973.tb00928.x

Abstract

It is shown in this paper that several birth-death-type models (univariate as well as multivariate) can be approximated by Ornstein–Uhlenbeck processes as certain parameters become large. Such approximations are valuable whenever the Kolmogorov differential equation cannot be solved in closed form.

Keywords

birth and death processes, markov population models, convergence of markov processes, ornstein-uhlenbeck processes

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