Author:
Roberts G. O.,Jacka S. D.
Abstract
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 → ∞. 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.
Publisher
Cambridge University Press (CUP)
Subject
Statistics, Probability and Uncertainty,General Mathematics,Statistics and Probability
Cited by
7 articles.
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