Non-explosivity of limits of conditioned birth and death processes
UNSPECIFIED. (1997) Non-explosivity of limits of conditioned birth and death processes. JOURNAL OF APPLIED PROBABILITY, 34 (1). pp. 35-45. ISSN 0021-9002Full text not available from this repository.
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|
|Number of Pages:||11|
|Page Range:||pp. 35-45|
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