Almost sure, L₁- and L₂-growth behavior of supercritical multi-type continuous state and continuous time branching processes with immigration

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Almost sure, \(L 1\)- and \(L 2\)-growth behavior of supercritical multi-type continuous state and continuous time branching processes with immigration

DOI10.1007/S11425-019-1552-1MaRDI QIDQ828638zbMATH OpenOpenAlexFDO

Authors Mátyás Barczy, Sandra Palau, Gyula Pap

Publication date 5 May 2021

Published in Science China. Mathematics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1803.10176


zbMATH Keywords

\(L_1\)- and \(L_2\)-growth behaviouralmost suremulti-type continuous state and continuous time branching processes with immigration

Mathematics Subject Classification ID

Strong limit theorems (60F15) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)


Abstract: Under a first order moment condition on the immigration mechanism, we show that an appropriately scaled supercritical and irreducible multi-type continuous state and continuous time branching process with immigration (CBI process) converges almost surely. If an xlog(x) moment condition on the branching mechanism does not hold, then the limit is zero. If this xlog(x) moment condition holds, then we prove L1 convergence as well. The projection of the limit on any left non-Perron eigenvector of the branching mean matrix is vanishing. If, in addition, a suitable extra power moment condition on the branching mechanism holds, then we provide the correct scaling for the projection of a CBI process on certain left non-Perron eigenvectors of the branching mean matrix in order to have almost sure and L1 limit. Moreover, under a second order moment condition on the branching and immigration mechanisms, we prove L2 convergence of an appropriately scaled process and the above mentioned projections as well. A representation of the limits is also provided under the same moment conditions.


Review text

The authors consider supercritical, irreducible, continuous-state, multi-type Markov branching processes in continuous time with Poisson immigration. The process with \(d\) types is represented as pathwise unique strong solution of a \(d\)-dimensional stochastic differential equation extending the equation proved for dimensions 1 und 2 by \textit{M. Barczy} et al. [ALEA, Lat. Am. J. Probab. Math. Stat. 12, No. 1, 129--169 (2015; Zbl 1312.60074)]. With the xlox moment condition on the branching part and correct scaling, \(L_1\)-convergence is proved as well as an a.s. limit theorem corresponding to the known results for discrete-state processes. For a very general sharp form of the latter with a simple proof see \textit{S. Asmussen} and \textit{H. Hering} [Math. Scand. 39, 327--342 (1977; Zbl 0348.60117)]. With an additional moment condition on the branching part and suitably adapted scalings a.s. and \(L_1\) limits for the projections of the process on certain non-Perron left eigenvectors of the branching mean matrix are obtained. Finally, with second order moment assumptions on the branching and immigration mechanisms and with the appropriate scalings, \(L_2\) limits are proved.


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