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
Almost sure, \(L 1\)- and \(L 2\)-growth behavior of supercritical multi-type continuous state and continuous time branching processes with immigration
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 moment condition on the branching mechanism does not hold, then the limit is zero. If this moment condition holds, then we prove 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 limit. Moreover, under a second order moment condition on the branching and immigration mechanisms, we prove 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.
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Cited in
(9)- On the exponential ergodicity of \((2+2)\)-affine processes in total variation distances
- 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
- Moment formulas for multitype continuous state and continuous time branching process with immigration
- Limit theorems for continuous-state branching processes with immigration
- On the boundary behavior of multi-type 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
- Asymptotic behavior of critical, irreducible multi-type continuous state and continuous time branching processes with immigration
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