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Asymptotic behaviour for critical slowing-down random walks

Yves Elskens
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Abstract

The jump processes W(t) on [0,\infty[ with transitions w -> alpha w at rate b*w^beta (0 =< alpha =< 1, b>0, beta>0) are considered. Their moments are shown to decay not faster than algebraically for t -> \infty, and an equilibrium probability density is found for a rescaled process U = (t + k)^{-beta} W. A corresponding birth process is discussed.

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BibTeXRIS

Yves Elskens. 2000-12-21. Asymptotic behaviour for critical slowing-down random walks. https://doi.org/10.1023/a%3A1026426524818

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