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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
Full text not available from this repository.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 |
|---|---|
| Subjects: | Q Science > QA Mathematics |
| Journal or Publication Title: | JOURNAL OF APPLIED PROBABILITY |
| Publisher: | APPLIED PROBABILITY TRUST |
| ISSN: | 0021-9002 |
| Date: | March 1994 |
| Volume: | 31 |
| Number: | 1 |
| Number of Pages: | 11 |
| Page Range: | pp. 90-100 |
| Publication Status: | Published |
| URI: | http://wrap.warwick.ac.uk/id/eprint/20355 |
Data sourced from Thomson Reuters' Web of Knowledge
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