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Non-explosivity of limits of conditioned birth and death processes
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UNSPECIFIED (1997) Non-explosivity of limits of conditioned birth and death processes. JOURNAL OF APPLIED PROBABILITY, 34 (1). pp. 35-45. ISSN 0021-9002
Full text not available from this repository.Abstract
Let X be a birth and death process on Z(+) with absorption at zero and suppose that Xis suitably recurrent, irreducible and non-explosive. In a recent paper, Roberts and Jacka (1994) showed that as T --> infinity the process conditioned to non-absortion until time T converges weakly to a time-homogeneous Markov limit, X(infinity), which is itself a birth and death process. However the question of the possibility of explosiveness of X(infinity) remained open. The major result of this paper establishes that X(infinity) is always non-explosive.
| Item Type: | Journal Article |
|---|---|
| Subjects: | Q Science > QA Mathematics |
| Journal or Publication Title: | JOURNAL OF APPLIED PROBABILITY |
| Publisher: | APPLIED PROBABILITY TRUST |
| ISSN: | 0021-9002 |
| Date: | March 1997 |
| Volume: | 34 |
| Number: | 1 |
| Number of Pages: | 11 |
| Page Range: | pp. 35-45 |
| Publication Status: | Published |
| URI: | http://wrap.warwick.ac.uk/id/eprint/17940 |
Data sourced from Thomson Reuters' Web of Knowledge
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