Inequalities for moments of branching processes in a varying environment
The paper investigates two random processes: \[ Z_0=\eta,\,Z_n=\sum_{j=1}^{Z_{n-1}}Y_{n,j},\quad n\in\mathbb{N} \] and \[ W_0=\eta,\,W_n=\sum_{j=1}^{W_{n-1}}Y_{n,j}+\varepsilon_n,\quad n\in\mathbb{N}, \] where the first one is called ``a branching process in a varying environment starting with a random number of particles, while the second one is named ``a branching process in a varying environment with varying immigration starting with a random number of particles. The random variables \(Y_1,\, Y_2,\,\ldots\) are assumed to be non-negative and integer-valued. The random variables \(Y_{n,\,i},\, n,i \in\mathbb{N}\) are defined as independent random variables such that for each \(n,\,i\geqslant1\), the distribution of the random variable \(Y_{n,\,i}\) is the same as the distribution of the random variable \(Y_n\). The random variable \(η\) is also assumed to be non-negative, integer-valued, and independent of the random variables \({Y_{k,\,j},\, k,j\in\mathbb{N}}\). The main results, given in Theorems 1-4 and their corollaries, consist of the upper bounds of the moments \(\mathbb{E}Z_n^p\), \(\mathbb{E}W_n^p\) and the centered absolute moments \(\mathbb{E}|Z_n-\mathbb{E}Z_n|^p\), \(\mathbb{E}|W_n-\mathbb{E}W_n|^p\), where \(p>0\). For the entire collection see [Zbl 1515.60023].
- On the inequalities for moments of branching random processes
- Convergence of branching processes in varying environments whith all moments being finite
- scientific article; zbMATH DE number 780730
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