王华明. 随机环境中单边有界跳幅生灭过程的极限定理[J]. 应用概率统计, 2019, 35(1): 51-62. DOI: 10.3969/j.issn.1001-4268.2019.01.004
引用本文: 王华明. 随机环境中单边有界跳幅生灭过程的极限定理[J]. 应用概率统计, 2019, 35(1): 51-62. DOI: 10.3969/j.issn.1001-4268.2019.01.004
WANG Huaming. Limit Theorems for Birth and Death Process with One-Side Bounded Jumps in Random Environment[J]. Chinese Journal of Applied Probability and Statistics, 2019, 35(1): 51-62. DOI: 10.3969/j.issn.1001-4268.2019.01.004
Citation: WANG Huaming. Limit Theorems for Birth and Death Process with One-Side Bounded Jumps in Random Environment[J]. Chinese Journal of Applied Probability and Statistics, 2019, 35(1): 51-62. DOI: 10.3969/j.issn.1001-4268.2019.01.004

随机环境中单边有界跳幅生灭过程的极限定理

Limit Theorems for Birth and Death Process with One-Side Bounded Jumps in Random Environment

  • 摘要: 考虑一个随机环境中的生灭过程\N_t\_t\ge0,在每个不连续点, 可能有一个粒子出生或者最多有L个粒子死亡.本文首先研究了过程\N_t\的存在性和常返性, 然后给出其大数定律的证明.利用随机游动的分枝结构为工具, 过程\N_t\的首中时可以表示为一个随机环境中多物种分枝过程及一列相互独立且服从指数分布的随机变量的泛函.通过这种手段, 过程\N_t\大数定律的速度得以显式表达.

     

    Abstract: We study a birth and death process \N_t\_t\ge0 in i.i.d. random environment, for which at each discontinuity, one particle might be born or at most L particles might be dead. Along with investigating the existence and the recurrence criterion, we also study the law of large numbers of \N_t\. We show that the first passage time can be written as a functional of an L-type branching process in random environment and a sequence of independent and exponentially distributed random variables. Consequently, an explicit velocity of the law of large numbers can be given.

     

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