On tail behaviour of stationary second-order Galton-Watson processes with immigration (Q2218144)

In second-order Galton-Watson processes \((X_n, n\geq -1)\) individuals reproduce at age 1 and age 2 and thereafter immediately die. The offspring distribution is age-dependent and there occur immigrants at every time step. The population \(X_n\) at time \(n\) consists of the individuals born at \(n\) plus immigrants at \(n\), so the population size is in general different from the number of individuals alive at \(n\). Such second-order Galton-Watson processes can be represented as special two-type (standard) Galton-Watson process with immigrants. This representation is used to derive sufficient conditions for to obtain a (unique) strongly stationary version of a second-order Galton-Watson process by suitably constructing the initial distribution \((X_{-1}, X_0)\). The main result states that for this strongly stationary process with an immigrants distribution which is regularly varying that the (stationary) distribution of \(X_n\) is regularly varying as well with the same index.