Asymptotics of random processes with immigration. II: Convergence to stationarity. (Q520699)

The authors study the asymptotic behavior of random processes with immigration. Such processes are defined as sums of random processes, where the number of summands increases by one at random points in time and the contribution of each summand fades away. This translates to an integrability assumption on the expected paths of the summands. Furthermore, the summands and the waiting time for new summands are assumed to be independent. With growing distance to the origin, the process converges to a stationary process. Depending on the assumptions, the process converges either in the sense of finite dimensional convergence or with respect to the J1 topology in the space of cadlag functions. The Bellmann-Harris-process and birth-death-processes are discussed as examples. For Part I, see [the authors, ibid. 23, No. 2, 1233--1278 (2017; Zbl 1386.60122)].