Asymptotics of continuous-time discrete state space branching processes for large initial state

branching process generalized Mehler semigroup Neveu's continuous-state branching process Ornstein-Uhlenbeck type process self-decomposability stable law time-inhomogeneous process weak convergence

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Sums of independent random variables; random walks (60G50) Continuous-time Markov processes on discrete state spaces (60J27) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Abstract: Scaling limits for continuous-time branching processes with discrete state space are provided as the initial state tends to infinity. Depending on the finiteness or non-finiteness of the mean and/or the variance of the offspring distribution, the limits are in general time-inhomogeneous Gaussian processes, time-inhomogeneous generalized Ornstein-Uhlenbeck type processes or continuous-state branching processes. We also provide transfer results showing how specific asymptotic relations for the probability generating function of the offspring distribution carry over to those of the one-dimensional distributions of the branching process.

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