A complementary note on the supercritical birth,death and catastrophe process |
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Authors: | A. G. Pakes |
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Affiliation: | (1) Mathematics Department, The University of Western Australia, 6009 Nedlands, Western Australia, Australia |
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Abstract: | A central limit theorem for the population size of the super-critical linear birth and death process with a linear catastrophe component has previously been obtained under a fourth order moment condition on the increment distribution. In this note we show that this result is valid under a second order moment condition, and that no lesser condition will suffice. This is accomplished by giving a new, self-contained and simple proof of the asymptotic normality of a certain tail sum of independent variates. |
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Keywords: | Markovian population process Central limit theorem |
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