Article contents
On the fluctuation of stochastically monotone Markov chains and some applications
Published online by Cambridge University Press: 14 July 2016
Abstract
A Borel–Cantelli-type property in terms of one-step transition probabilities is given for events like {|Xn+1| > a + ε, |Xn|≦a}, a and ε 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.
Keywords
- Type
- Short Communications
- Information
- Copyright
- Copyright © Applied Probability Trust 1983
Footnotes
Research partially carried out while the author was at the University of California, San Diego.
References
- 4
- Cited by