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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.
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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 | ||||
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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 1997 | ||||
Dates: |
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Volume: | 34 | ||||
Number: | 1 | ||||
Number of Pages: | 11 | ||||
Page Range: | pp. 35-45 | ||||
Publication Status: | Published |
Data sourced from Thomson Reuters' Web of Knowledge
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