English

Limit theorems for pure death processes coming down from infinity

Probability 2016-08-01 v1

Abstract

We consider a pure death process (Z(t),t0)(Z(t), t\ge0) with death rates λn\lambda_n satisfying the condition n=2λn1<\sum_{n=2}^\infty \lambda_n^{-1}<\infty of coming from infinity, Z(0)=Z(0)=\infty, down to an absorbing state n=1n=1. We establish limit theorems for Z(t)Z(t) as t0t\to0, which strengthen the results that can be extracted from [1]. We also prove a large deviation theorem assuming that λn\lambda_n regularly vary as nn\to\infty with an index β>1 \beta>1. It generalises a similar statement with β=2\beta=2 obtained in [4] for λn=(n2)\lambda_n={n\choose 2}.

Keywords

Cite

@article{arxiv.1607.08794,
  title  = {Limit theorems for pure death processes coming down from infinity},
  author = {Serik Sagitov and Thibaut France},
  journal= {arXiv preprint arXiv:1607.08794},
  year   = {2016}
}
R2 v1 2026-06-22T15:07:42.675Z