Bernoulli

  • Bernoulli
  • Volume 12, Number 5 (2006), 931-942.

Geometric growth for stochastic difference equations with application to branching populations

Miguel González, Manuel Molina, and Inés Del Puerto

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Abstract

We investigate the asymptotic behaviour of discrete-time processes that satisfy a stochastic difference equation. We provide conditions to guarantee geometric growth on the whole set where these processes go to infinity. The class of processes considered includes homogeneous Markov chains. The results are of interest in population dynamics. In this work they are applied to two branching populations.

Article information

Source
Bernoulli, Volume 12, Number 5 (2006), 931-942.

Dates
First available in Project Euclid: 23 October 2006

Permanent link to this document
https://projecteuclid.org/euclid.bj/1161614953

Digital Object Identifier
doi:10.3150/bj/1161614953

Mathematical Reviews number (MathSciNet)
MR2265669

Zentralblatt MATH identifier
1151.60037

Keywords
branching processes discrete-time processes homogeneous Markov chains stochastic difference equations

Citation

González, Miguel; Molina, Manuel; Del Puerto, Inés. Geometric growth for stochastic difference equations with application to branching populations. Bernoulli 12 (2006), no. 5, 931--942. doi:10.3150/bj/1161614953. https://projecteuclid.org/euclid.bj/1161614953


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