Stochastic stability of some state-dependent growth-collapse processes

DOI10.1239/AAP/1175266475MaRDI QIDQ3435396zbMATH OpenOpenAlexFDO

Authors C. Y. Robert

Publication date 26 April 2007

Published in Advances in Applied Probability (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1239/aap/1175266475

zbMATH Keywords

Markov chainlong-range dependenceheavy-tailed distribution

Mathematics Subject Classification ID

Processes with independent increments; Lévy processes (60G51) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Large deviations (60F10) Stationary stochastic processes (60G10)

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Cites work

• scientific article; zbMATH DE number 1059167 (Why is no real title available?)
• scientific article; zbMATH DE number 1944303 (Why is no real title available?)
• scientific article; zbMATH DE number 4000257 (Why is no real title available?)
• scientific article; zbMATH DE number 765034 (Why is no real title available?)
• A Markovian analysis of additive-increase multiplicative-decrease algorithms
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Cited in

(4)

• On Growth-Collapse Processes with Stationary Structure and Their Shot-Noise Counterparts
• Steady-state analysis of the stochastic Beverton-Holt growth model driven by correlated colored noises
• Quasi-stationary states in nonlocal stochastic growth models with infinitely many absorbing states
• Stability of a growth process generated by monomer filling with nearest-neighbour cooperative effects

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