Article ID: | iaor19891051 |
Country: | Netherlands |
Volume: | 32 |
Issue: | 1 |
Start Page Number: | 161 |
End Page Number: | 170 |
Publication Date: | Jun 1989 |
Journal: | Stochastic Processes and Their Applications |
Authors: | Pakis Anthony G., Pollett P.K. |
The stationary conditional quasi-stationary distribution of the linear birth, death and catastrophe process is shown to exist iff the decrement distribution has a finite second order moment. Conditional limit theorems for the population size are found when this moment is infinite and a regular variation condition is satisfied. The relevance of the results in this paper to the general theory of quasi-stationary distributions is discussed.