ON STOCHASTIC GROWTH-PROCESSES WITH APPLICATION TO STOCHASTIC LOGISTIC GROWTH

被引：0

作者：

TAN, WY

PIANTADOSI, S

机构：

[1] MEMPHIS STATE UNIV, DEPT MATH SCI, MEMPHIS, TN 38152 USA

[2] JOHNS HOPKINS UNIV HOSP, CTR ONCOL, BALTIMORE, MD 21205 USA

来源：

STATISTICA SINICA | 1991年 / 1卷 / 02期

关键词：

ABSORPTION PROBABILITY; DIFFUSION PROCESS; MOMENTS OF 1ST ABSORPTION TIME; NONHOMOGENEOUS DENSITY-DEPENDENT BIRTH-DEATH PROCESS; STOCHASTIC LOGISTIC GROWTH;

D O I：

暂无

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper we develop a general theory for some non-homogeneous density-dependent birth-death processes with special applications to stochastic logistic growth. Approximations to the mean and variance of the logistic process are derived. It is shown that these processes can be closely approximated by diffusion processes. Using this method, new results are developed for approximating the absorption probabilities and the moments of first absorption times for the logistic process.

引用

页码：527 / 540

页数：14

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