Weak convergence of conditioned birth and death processes
Keyword(s):
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.
1994 ◽
Vol 31
(01)
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pp. 90-100
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Keyword(s):
1981 ◽
Vol 18
(01)
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pp. 19-30
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1983 ◽
Vol 15
(03)
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pp. 507-530
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2009 ◽
Vol 24
(1)
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pp. 129-144
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1986 ◽
Vol 23
(04)
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pp. 859-866
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Keyword(s):
1999 ◽
Vol 36
(3)
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pp. 752-770
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