Asymptotic behavior of critical primitive multi-type branching processes with immigration

DOI10.1080/07362994.2014.939542MaRDI QIDQ2929459zbMATH OpenOpenAlexFDO

Authors Márton Ispány, Gyula Pap

Publication date 12 November 2014

Published in Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1205.0388

zbMATH Keywords

immigrationsquared Bessel processesFeller-type diffusion approximationcritical primitive multi-type branching processes

Mathematics Subject Classification ID

Diffusion processes (60J60) Functional limit theorems; invariance principles (60F17) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Abstract: Under natural assumptions a Feller type diffusion approximation is derived for critical multi-type branching processes with immigration when the offspring mean matrix is primitive (in other words, positively regular). Namely, it is proved that a sequence of appropriately scaled random step functions formed from a sequence of critical primitive multi-type branching processes with immigration converges weakly towards a squared Bessel process supported by a ray determined by the Perron vector of the offspring mean matrix.

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Cites work

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Cited in

(9)

• Diffusion approximation of critical controlled multi-type branching processes
• Statistical inference of 2-type critical Galton-Watson processes with immigration
• Asymptotic behaviour of critical decomposable 2-type Galton-Watson processes with immigration
• Rerooting multi-type branching trees: the infinite spine case
• A note on asymptotic behavior of critical Galton-Watson processes with immigration
• Asymptotic behavior of CLS estimators for 2-type doubly symmetric critical Galton-Watson processes with immigration
• Statistical inference for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration
• Asymptotic behavior of critical indecomposable multi-type branching processes with immigration
• Asymptotic behavior of critical, irreducible multi-type continuous state and continuous time branching processes with immigration

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