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Birth and death processes in random environments with feedback
Published online by Cambridge University Press: 14 July 2016
Abstract
A generalization of a birth and death chain in a random environment (Yn, Zn) is developed allowing for feedback to the environmental process (Yn). The resulting process is then known as a birth and death chain in a random environment with feedback. Sufficient conditions are found under which the (Zn) process goes extinct almost surely or has strictly positive probability of non-extinction.
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- Copyright © Applied Probability Trust 1987
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