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WEAK-CONVERGENCE OF CONDITIONED BIRTH AND DEATH PROCESSES
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UNSPECIFIED (1994) WEAK-CONVERGENCE OF CONDITIONED BIRTH AND DEATH PROCESSES. JOURNAL OF APPLIED PROBABILITY, 31 (1). pp. 90-100. ISSN 0021-9002.
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Abstract
We consider the problem of conditioning a non-explosive birth and death process to remain positive until time T, and consider weak convergence of this conditional process as T --> infinity. By a suitable almost sure construction we prove weak convergence. The almost sure construction used is of independent interest but relies heavily on the strong monotonic properties of birth and death processes.
Item Type: | Journal Article | ||||
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Subjects: | Q Science > QA Mathematics | ||||
Journal or Publication Title: | JOURNAL OF APPLIED PROBABILITY | ||||
Publisher: | APPLIED PROBABILITY TRUST | ||||
ISSN: | 0021-9002 | ||||
Official Date: | March 1994 | ||||
Dates: |
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Volume: | 31 | ||||
Number: | 1 | ||||
Number of Pages: | 11 | ||||
Page Range: | pp. 90-100 | ||||
Publication Status: | Published |
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