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A NOTE ON THE ASYMPTOTIC BEHAVIOR OF THE HEIGHT FOR A BIRTH-AND-DEATH PROCESS
Probability in the Engineering and Informational Sciences ( IF 0.7 ) Pub Date : 2020-07-08 , DOI: 10.1017/s0269964820000364 Feng Wang 1 , Xian-Yuan Wu 1 , Rui Zhu 1
Probability in the Engineering and Informational Sciences ( IF 0.7 ) Pub Date : 2020-07-08 , DOI: 10.1017/s0269964820000364 Feng Wang 1 , Xian-Yuan Wu 1 , Rui Zhu 1
Affiliation
Recently, the asymptotic mean value of the height for a birth-and-death process is given in Videla [Videla, L.A. (2020)]. We consider the asymptotic variance of the height in the case when the number of states tends to infinity. Further, we prove that the heights exhibit a cutoff phenomenon and that the normalized height converges to a degenerate distribution.
中文翻译:
关于生死过程的高度渐近行为的注释
最近,Videla [Videla, LA (2020)] 给出了生死过程的高度渐近平均值。我们考虑在状态数趋于无穷大的情况下高度的渐近方差。此外,我们证明了高度表现出截止现象,并且归一化高度收敛到退化分布。
更新日期:2020-07-08
中文翻译:
关于生死过程的高度渐近行为的注释
最近,Videla [Videla, LA (2020)] 给出了生死过程的高度渐近平均值。我们考虑在状态数趋于无穷大的情况下高度的渐近方差。此外,我们证明了高度表现出截止现象,并且归一化高度收敛到退化分布。