3 papers
math.PR2019
Exit times for some nonlinear autoregressive processes
Göran Högnäs, Brita Jung
By using the large deviation principle, we investigate the expected exit time from the interval [-1,1] of a process of autoregressive type. The case when the autoregression functio…
q-bio.PE2014
Simulations of a model for the Northern Spotted Owl
Brita Jung
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 multi…
math.PR2012
Exit times for multivariate autoregressive processes
Brita Jung
We study exit times from a set for a family of multivariate autoregressive processes with normally distributed noise. By using the large deviation principle, and other methods, we…