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Study On Integral Expression And Asymptotic Exact Expression Of Extinction Probability In Smith-Wilkinson BPRE

Posted on:2003-01-05Degree:MasterType:Thesis
Country:ChinaCandidate:Y Q BaiFull Text:PDF
GTID:2120360092496909Subject:Applied Mathematics
Abstract/Summary:PDF Full Text Request
This research discusses the expression and the asymptotic estimation for extinction probability in Smith-Wilkinson BPRE with fractional linear pgf. By means of the characteristics of fractional linear probability generating function, the methods of the dual process and the function transformation, the skill of integration and the methods of limitation and probability, two integration expressions and the equivalent function of extinction probability are obtained under some particular assumptions. The main conclusions are:I) Assume that = is iid environment with two states, in whichWhenis iid random environment and under some assumptions, theninteger) . Then qk ~...
Keywords/Search Tags:Smith-Wilkinson BPRE, extinction probability, fractional linear probability generating function
PDF Full Text Request
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