Stochastic difference equations and generalized gamma distributions

DOI10.1214/aop/1176991502zbMath0674.60077OpenAlexW2079762298MaRDI QIDQ1121604

Fima C. Klebaner

Publication date: 1989

Published in: The Annals of Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aop/1176991502

zbMATH Keywords

martingale difference sequencestochastic difference equationasymptotic growth ratespopulation size- dependent branching processesstate dependent random walks

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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