WEAK-CONVERGENCE OF CONDITIONED BIRTH AND DEATH PROCESSES

被引：8

作者：

ROBERTS, GO ^{[1
]}

JACKA, SD ^{[1
]}

机构：

[1] UNIV WARWICK,DEPT STAT,COVENTRY CV4 7AL,W MIDLANDS,ENGLAND

来源：

JOURNAL OF APPLIED PROBABILITY | 1994年 / 31卷 / 01期

关键词：

CONDITIONED PROCESS; STRONG MONOTONICITY; NON-EXPLOSIVENESS;

D O I：

10.2307/3215237

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

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.

引用

页码：90 / 100

页数：11

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