Jiang, Shuxia; Liu, Yuanyuan; Yao, Shuai - In: Statistics & Probability Letters 85 (2014) C, pp. 78-83
We consider Poisson’s equation for discrete-time single-birth processes, and we derive its solutions by solving a linear system of infinitely many equations. We apply the solution of Poisson’s equation to obtain the asymptotic variance. The results are further applied to birth–death...