Birth and death process with one-side bounded jumps in random environment
Probability
2014-07-15 v1
Abstract
Let , which serves as the environment, be a sequence of i.i.d. random nonnegative vectors, with a positive integer. We study birth and death process which, given the environment waits at a state an exponentially distributed time with parameter and then jumps to with probability or to with probability A sufficient condition for the existence, a criterion for recurrence, and a law of large numbers of the process are presented. We show that the first passage time where is an -type branching process in random environment and, given are mutually independent random variables such that This fact enables us to give an explicit velocity of the law of large numbers.
Cite
@article{arxiv.1407.3385,
title = {Birth and death process with one-side bounded jumps in random environment},
author = {Hua-Ming Wang},
journal= {arXiv preprint arXiv:1407.3385},
year = {2014}
}
Comments
9 pages