The Age of a Markov Process.
Abstract
The concept of a limiting conditional age distribution of a continuous time Markov process whose state space is the set of non-negative integers and for which (0) is absorbing is defined as the weak limit as t approaches infinity of the last time before t an associated 'return' Markov process exited from (0) conditional on the state, j, of this process at t. The existence and some properties of the conditional age distribution are derived. The Markov branching process and general birth and death process are treated in some detail as examples. (Author)
Document Details
- Document Type
- Technical Report
- Publication Date
- Jul 01, 1977
- Accession Number
- ADA049691
Entities
People
- Anthony G. Pakes
Organizations
- Princeton University