Birth-Death Chain

Stationary distribution of birth-death Markov chains

Chain Parameters

Statistics

Current state:
Mean (exact):
Variance:
Ergodic?

About

Stationary dist: π_n ∝ ρ_1·ρ_2·…·ρ_n where ρ_i = λ_{i-1}/μ_i (detailed balance). The chain is ergodic (positive recurrent) iff Σπ_n < ∞ and all states communicate. Birth rate λ_i, death rate μ_i at state i.