Convergence of a branching type recursion with non-stationary immigration
The author considers the asymptotic distribution of a branching type recursion with non-stationary immigration. The recursion is given by \(L_n {\overset{d}=} \sum^K_{i=1} X_iL^{(i)}_{n-1}+Y_n\), where \((X_i)\) is a real random sequence, \((L^{(i)}_{n-1})\) are i.i.d. copies of \(L_{n-1}\), \(K\) is a random number and \(K\), \((L^{(i)}_{n-1})\), \(\{(X_i),Y_n\}\) are independent. The author presents a general limit theorem under natural conditions including square-integrability of the involved random variables. The conditions of the limit theorem are built upon of the knowledge of the first two moments of \(L_n\).
- Convergence of a branching type recursion
- scientific article; zbMATH DE number 49698 (Why is no real title available?)
- scientific article; zbMATH DE number 3488357 (Why is no real title available?)
- scientific article; zbMATH DE number 939772 (Why is no real title available?)
- scientific article; zbMATH DE number 870696 (Why is no real title available?)
- Probability metrics and recursive algorithms
This page was built for publication: Convergence of a branching type recursion with non-stationary immigration
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1377358)
