On convergence properties of infinitesimal generators of scaled multitype CBI processes

DOI10.1007/S10986-016-9300-9MaRDI QIDQ282123zbMATH OpenOpenAlexFDO

Authors Mátyás Barczy, Gyula Pap

Publication date 12 May 2016

Published in Lithuanian Mathematical Journal (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1404.3658

zbMATH Keywords

immigrationinfinitesimal generatorsmultitype branching processes

Mathematics Subject Classification ID

Central limit and other weak theorems (60F05) Functional limit theorems; invariance principles (60F17) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80) Transition functions, generators and resolvents (60J35)

Abstract: It is a common method for proving weak convergence of a sequence of time-homogeneous Markov processes towards a time-homogeneous Markov process first to show convergence of the corresponding infinitesimal generators and then to check some additional conditions. The aim of the present paper is to investigate convergence properties of discrete infinitesimal generators of appropriately scaled random step functions formed from a multi-type continuous state and continuous time branching process with immigration. We also present a convergence result for usual infinitesimal generators of the branching processes in question appropriately normalized.

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Cited in

(1)

• Asymptotic behavior of critical, irreducible multi-type continuous state and continuous time branching processes with immigration

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