Conditioned Limit Theorems for Some Null Recurrent Markov Processes

Abstract

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.

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Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1976
Accession Number
ADA030652

Entities

People

  • Richard Durrett

Organizations

  • Stanford University

Tags

DTIC Thesaurus Topics

  • Boundaries
  • Continuity
  • Convergence
  • Diffusion
  • Markov Chains
  • Markov Processes
  • Military Research
  • Operations Research
  • Plastic Explosives
  • Probability
  • Probability Distributions
  • Random Variables
  • Random Walk
  • Sequences
  • Stochastic Processes
  • Tightness
  • Weak Convergence

Fields of Study

  • Mathematics

Readers

  • Graph Algorithms and Convex Optimization.
  • Mathematical Modeling and Probability Theory.
  • Mathematics or Statistics

Technology Areas

  • Space