IIASA International Institute for Applied Systems Analysis A-2361 Laxenburg Austria Tel: +43 2236 807 Fax: +43 2236 71313 E-mail: info@iiasa.ac.at Web: www.iiasa.ac.at INTERIM REPORT IR-97-041 / July Limit Theorems for Stationary Distributions of Birth-and-Death Processes Yu. Kaniovski (kaniov@iiasa.ac.at) G. Pflug (pflug@iiasa.ac.at) Approved by Govanni Dosi (dosi@iiasa.ac.at) TED Project, IIASA Interim Reports on work of the International Institute for Applied Systems Analysis receive only limited review. Views or opinions expressed herein do not necessarily represent those of the Institute, its National Member Organizations, or other organizations supporting the work.