Limit theorems for pure death processes coming down from infinity
Probability
2016-08-01 v1
Abstract
We consider a pure death process with death rates satisfying the condition of coming from infinity, , down to an absorbing state . We establish limit theorems for as , which strengthen the results that can be extracted from [1]. We also prove a large deviation theorem assuming that regularly vary as with an index . It generalises a similar statement with obtained in [4] for .
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}
}