Abstract
The speed of extinction for some generalized Jiřina processes {Xn} is discussed. We first discuss the geometric speed. Under some mild conditions, the results reveal that the sequence {cn}, wherecdoes not equal the pseudo-drift parameter atx= 0, cannot estimate the speed of extinction accurately. Then the general case is studied. We determine a group of sufficient conditions such thatXn/cn, with a suitable constantcn, converges almost surely asn→ ∞ to a proper, nondegenerate random variable. The main tools used in this paper are exponent martingales and stochastic growth models.
Sign-in/Register to access full text options 
Talk to us
Join us for a 30 min session where you can share your feedback and ask us any queries you have
Schedule a callDisclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.
