ON THE FLUCTUATION OF STOCHASTICALLY MONOTONE MARKOV-CHAINS AND SOME APPLICATIONS

被引：4

作者：

COHN, H ^{[1
]}

机构：

[1] UNIV CALIF SAN DIEGO,LA JOLLA,CA 92093

来源：

JOURNAL OF APPLIED PROBABILITY | 1983年 / 20卷 / 01期

关键词：

D O I：

10.2307/3213733

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

A Borel-Cantelli-type property in terms of one-step transition probabilities is given for events like left brace vertical X//n// plus //1 vertical greater than a plus epsilon , vertical X//n vertical less than equivalent to a right brace , a and epsilon being two positive numbers. Applications to normed sums of i. i. d random variables with infinite mean and branching processes in varying environment with or without immigration are derived.

引用

页码：178 / 184

页数：7

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