摘要
The speed of extinction for some generalized Jiřina processes {Xn} is discussed. We first discuss the geometric speed. Under some mild conditions, the results reveal that the sequence {cn}; where c does not equal the pseudo-drift parameter at x = 0, cannot estimate the speed of extinction accurately. Then the general case is studied. We determine a group of sufficient conditions such that Xn/cn, with a suitable constant cn, converges almost surely as n → ∞ to a proper, nondegenerate random variable. The main tools used in this paper are exponent martingales and stochastic growth models.
| 源语言 | 英语 |
|---|---|
| 页(从-至) | 576-599 |
| 页数 | 24 |
| 期刊 | Advances in Applied Probability |
| 卷 | 41 |
| 期 | 2 |
| DOI | |
| 出版状态 | 已出版 - 2009 |
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