Speed of coming down from infinity for birth-and-death processes

We describe in detail the speed of `coming down from infinity' for birth-and-death processes which eventually become extinct. Under general assumptions on the birth-and-death rates, we firstly determine the behavior of the successive hitting times of large integers. We identify two different re...

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Veröffentlicht in:Advances in applied probability 2016-12, Vol.48 (4), p.1183-1210
Hauptverfasser: Bansaye, Vincent, Méléard, Sylvie, Richard, Mathieu
Format: Artikel
Sprache:eng
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