Conditioned Limit Theorems for Some Null Recurrent Markov Processes
Author | : Richard Durrett |
Publisher | : |
Total Pages | : 158 |
Release | : 1976 |
ISBN-10 | : OCLC:227432368 |
ISBN-13 | : |
Rating | : 4/5 (68 Downloads) |
Download or read book Conditioned Limit Theorems for Some Null Recurrent Markov Processes written by Richard Durrett and published by . This book was released on 1976 with total page 158 pages. Available in PDF, EPUB and Kindle. Book excerpt: Let U sub k be a discrete time Markov process with state space E and let S be a proper subset of E. In several applications it is of interest to know the behavior of the system after a large number of steps given that the process has not entered S. for example if U sub k is a branching process a limit theorem of this type gives information about the size of the kth generation given that extinction has not occurred by time k.