Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
7549911 | Stochastic Processes and their Applications | 2018 | 18 Pages |
Abstract
We classify the possible behaviors of a class of one-dimensional stochastic recurrent growth models. In our main result, we obtain nearly optimal bounds for the tail of hitting times of some compact sets. If the process is an aperiodic irreducible Markov chain, we determine whether it is null recurrent or positive recurrent and in the latter case, we obtain a subgeometric convergence of its transition kernel to its invariant measure. We apply our results in particular to state-dependent Galton-Watson processes and we give precise estimates of the tail of the extinction time.
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Physical Sciences and Engineering
Mathematics
Mathematics (General)
Authors
Etienne Adam,