Showing 1 - 8 of 8
Let (Zt) be a subordinator independent of 0 = U = 1 and let u and v be positive constants. Solutions to the "in law" equation Zu = dUZu+v exist under certain conditions and they have a distribution function which is continuous on the positive reals. A discrete version of this equation is here...
Persistent link: https://www.econbiz.de/10008874885
The concept of a limiting conditional age distribution of a continuous time Markov process whose state space is the set of non-negative integers and for which {0} is absorbing is defined as the weak limit as t--[infinity] of the last time before t an associated "return" Markov process exited...
Persistent link: https://www.econbiz.de/10008875117
A Markov branching process with instantaneous immigration from the zero state can be constructed so as to be honest and have the non-negative integers as state-space, but the construction requires the branching part to be explosive. We show that a realistic model can be constructed without this...
Persistent link: https://www.econbiz.de/10008875187
Let (Nt: t [greater-or-equal, slanted] 0), with N0 = 0, be the counting process generated by independent sojourn-times Xj in states . Interest is focussed on the rate at which (Nt) explodes to infinity when T[infinity] = [Sigma]j[greater-or-equal, slanted]1 Xj [infinity] a.s. Reasonably...
Persistent link: https://www.econbiz.de/10008873154
This paper considers a Markov branching process modified to allow decrements which occur randomly at a rate proportional to the population size. The problems considered are (i) Conditions for eventual extinction, (ii) Asymptotic behaviour of the probability of extinction and the mean time to...
Persistent link: https://www.econbiz.de/10008874091
It is known that, subject to some technical conditions, the deficit process of an infinitely deep dam with a Markov chain input process and unit withdrawals has a limiting zero-modified geometric distribution. In this paper it is shown that, provided the state space of the input process is...
Persistent link: https://www.econbiz.de/10008874148
The stationary conditional quasi-stationary distribution of the linear birth, death and catastrophe process is shown to exist iff the decrement distribution has a finite second order moment, Conditional limit theorems for the population size are found when this moment is infinite and a regular...
Persistent link: https://www.econbiz.de/10008874318
The paper outlines a case for taking greater interest in the bottomless, or infinitely deep, dam model in Hydrology. It then shows that for such a model with unit withdrawals and an ergodic Markov chain input process the limiting distribution of depletion, when this exists, is a zero modified...
Persistent link: https://www.econbiz.de/10008874455