Diffusion approximation of critical controlled multi-type branching processes
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Publication:6509642
arXiv2304.06958MaRDI QIDQ6509642FDOQ6509642
Authors: Mátyás Barczy, Miguel González, Pedro Martín-Chávez, Inés M. del Puerto 
Abstract: Branching processes are an important family of stochastic processes that have been successfully applied in many fields. In this paper, we focus our attention on controlled multi-type branching processes (CMBPs). A Feller type diffusion approximation is derived for some critical CMBPs. Namely, we consider a sequence of appropriately scaled random step functions formed from a critical CMBP with control distributions having expectations that satisfy a kind of linearity assumption. It is proved that such a sequence converges weakly toward a squared Bessel process supported by a ray determined by an eigenvector of a matrix related to the offspring mean matrix and the control distributions of the branching process in question. As applications, among others, we derive Feller type diffusion approximations of critical, primitive multi-type branching processes with immigration and some two-sex branching processes. We also describe the asymptotic behaviour of the relative frequencies of distinct types of individuals for critical CMBPs.
Functional limit theorems; invariance principles (60F17) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)
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