Asymptotics of random processes with immigration II: Convergence to stationarity
نویسندگان
چکیده
منابع مشابه
On the Convergence to Stationarity of Birth-death Processes
Taking up a recent proposal by Stadje and Parthasarathy in the setting of the many-server Poisson queue, we consider the integral ∫∞ 0 [limu→∞E(X(u))− E(X(t))]dt as a measure of the speed of convergence towards stationarity of the process {X(t), t ≥ 0}, and evaluate the integral explicitly in terms of the parameters of the process in the case that {X(t), t ≥ 0} is an ergodic birth-death process...
متن کاملOn the Precise Asymptotics in Complete Moment Convergence of Moving Average Processes under NA Random Variables
Let {ε i | − ∞ < i < ∞} be a sequence of identically distributed negatively associated random variables and {a i | − ∞ < i < ∞} a sequence of real numbers with
متن کاملOn the Convergence to Stationarity of Some Finite Birth and Death Processes
The convergence of the transient mean of a nite birth and death process (BDP) to its stationary value is studied. Closed-form solutions are obtained for speciic nite BDPs. This contrasts with the computational diiculties encountered in solving numerically the BDPs with general birth and death rates.
متن کاملAnalysis of Random Processes with Fuzzy Observations Using Discretization Method
This article has no abstract.
متن کاملStationarity and random locations
We introduce a notion called “intrinsic location functional”. This is a large family of random locations including, for example, the location of the path supremum/infimum over an interval, the first/last hitting time, among many others. On one hand, it is proved that under stationarity, the distributions of intrinsic location functionals must satisfy the same very specific constraints, in spite...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
ژورنال
عنوان ژورنال: Bernoulli
سال: 2017
ISSN: 1350-7265
DOI: 10.3150/15-bej777