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Extinction Times for Birth-Death Processes: Exact Results, Continuum Asymptotics, and the Failure of the Fokker-Planck Approximation.
Charles R. Doering
Khachik Sargsyan
Leonard M. Sander
Published in:
Multiscale Model. Simul. (2005)
Keyphrases
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exact computation
error bounds
database
markov chain
orders of magnitude
closed form
approximation algorithms
approximation methods
special case
np hard
model selection
efficient computation
root cause
large deviations
error tolerance