WEAK-CONVERGENCE OF CONDITIONED BIRTH AND DEATH PROCESSES
UNSPECIFIED (1994) WEAK-CONVERGENCE OF CONDITIONED BIRTH AND DEATH PROCESSES. JOURNAL OF APPLIED PROBABILITY, 31 (1). pp. 90-100. ISSN 0021-9002Full text not available from this repository.
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|
|Subjects:||Q Science > QA Mathematics|
|Journal or Publication Title:||JOURNAL OF APPLIED PROBABILITY|
|Publisher:||APPLIED PROBABILITY TRUST|
|Number of Pages:||11|
|Page Range:||pp. 90-100|
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