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

DOI10.1007/S11425-019-1552-1zbMATH Open1475.60163arXiv1803.10176OpenAlexW3105917843MaRDI QIDQ828638FDOQ828638

Authors: Mátyás Barczy, Sandra Palau, Gyula Pap 

Publication date: 5 May 2021

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

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 $L_1$ 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 $L_1$ limit. Moreover, under a second order moment condition on the branching and immigration mechanisms, we prove $L_2$ 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.

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

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zbMATH Keywords

almost sure\(L_1\)- and \(L_2\)-growth behaviourmulti-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)

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Cited In (9)

• Moment formulas for multitype continuous state and continuous time branching process with immigration
• On the exponential ergodicity of \((2+2)\)-affine processes in total variation distances
• On the boundary behavior of multi-type continuous-state branching processes with immigration
• Almost sure growth of supercritical multi-type continuous-state branching process
• Stable convergence of conditional least squares estimators for supercritical continuous state and continuous time branching processes with immigration
• Asymptotic behavior of critical, irreducible multi-type continuous state and continuous time branching processes with immigration
• Limit theorems for continuous-state branching processes with immigration
• On Prolific Individuals in a Supercritical Continuous-State Branching Process
• Asymptotic behavior of projections of supercritical multi-type continuous-state and continuous-time branching processes with immigration

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