Almost sure, \(L_1\)- and \(L_2\)-growth behavior of supercritical multi-type continuous state and continuous time branching processes with immigration (Q828638)

The authors consider supercritical, irreducible, continuous-state, multi-type Markov branching processes in continuous time with Poisson immigration. The process with \(d\) types is represented as pathwise unique strong solution of a \(d\)-dimensional stochastic differential equation extending the equation proved for dimensions 1 und 2 by \textit{M. Barczy} et al. [ALEA, Lat. Am. J. Probab. Math. Stat. 12, No. 1, 129--169 (2015; Zbl 1312.60074)]. With the xlox moment condition on the branching part and correct scaling, \(L_1\)-convergence is proved as well as an a.s. limit theorem corresponding to the known results for discrete-state processes. For a very general sharp form of the latter with a simple proof see \textit{S. Asmussen} and \textit{H. Hering} [Math. Scand. 39, 327--342 (1977; Zbl 0348.60117)]. With an additional moment condition on the branching part and suitably adapted scalings a.s. and \(L_1\) limits for the projections of the process on certain non-Perron left eigenvectors of the branching mean matrix are obtained. Finally, with second order moment assumptions on the branching and immigration mechanisms and with the appropriate scalings, \(L_2\) limits are proved.