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Asymptotic behavior of compound nonordinary Cox processes with nonzero means

โœ Scribed by V. E. Bening; V. Yu. Korolev


Publisher
Springer US
Year
1998
Tongue
English
Weight
1007 KB
Volume
92
Category
Article
ISSN
1573-8795

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Asymptotic behavior of the stationary di
โœ Bara Kim; Jeongsim Kim; Jisu Lee ๐Ÿ“‚ Article ๐Ÿ“… 2008 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 161 KB

We consider a finite QBD process with m levels. Assuming that the mean drift is 0, we obtain an asymptotic behavior (m) m โˆผ (1/m)c as m โ†’ โˆž in the stationary distribution ( (m) 0 , . . . , (m) m ), by finding an explicit expression for vector c. This solves the problem that was conjectured by Miyaza