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The mean return time of a discrete Markov chain to a point x is the reciprocal of the invariant probability π(x). We revisit this classical theme to investigate certain exit times for stochastic difference equations of autoregressive type. More specifically, we will discuss the asymptotics, as ε → 0, of the first time τ that the n-dimensional process Y t =(More)
In this paper, a branching process model of the Northern Spotted Owl is simulated. We focus on the time until extinction. It is shown how an approximation of the model with a multivariate autoregressive process works well near the equilibrium, but does not give a good estimate of the time until extinction. We also show that introduction of randomness in(More)
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