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On the limiting behaviour of a basic stochastic process
Published online by Cambridge University Press: 14 July 2016
Abstract
Determination of the limiting distributions for a class of mixed-type stochastic processes with state-dependent rates of decline is reduced to the solution of a class of integral equations. For the case where the rate of decline is proportional to the state, some results are obtained by solving the integral equation of the process through Fuchs' method.
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- Copyright © Applied Probability Trust 1972