Harmonic continuous-time branching moments

DOI10.1214/105051606000000493zbMATH Open1121.60087arXivmath/0511058OpenAlexW2113988464MaRDI QIDQ997419FDOQ997419

Authors: Didier Piau 

Publication date: 6 August 2007

Published in: The Annals of Applied Probability (Search for Journal in Brave)

Abstract: We show that the mean inverse populations of nondecreasing, square integrable, continuous-time branching processes decrease to zero like the inverse of their mean population if and only if the initial population $k$ is greater than a first threshold $m_{1}ge1$. If, furthermore, $k$ is greater than a second threshold $m_{2}ge{m}_1$, the normalized mean inverse population is at most $1/(k-m_2)$. We express $m_1$ and $m_2$ as explicit functionals of the reproducing distribution, we discuss some analogues for discrete time branching processes and link these results to the behavior of random products involving i.i.d. nonnegative sums.

Full work available at URL: https://arxiv.org/abs/math/0511058

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zbMATH Keywords

branching processeslimit theoremsharmonic momentsinhomogeneous Markov processes

Mathematics Subject Classification ID

Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

Cites Work

• Harmonic moments and large deviation rates for supercritical branching processes
• Local limit theory and large deviations for supercritical branching processes.
• Lower deviation probabilities for supercritical Galton-Watson processes
• Confidence intervals for nonhomogeneous branching processes and polymerase chain reactions
• La densit� de la loi-limite d'un processus en cascade expansif
• Immortal branching Markov processes: Averaging properties and PCR applications.
• Harmonic moments of inhomogeneous branching processes

Cited In (2)

• Harmonic moments and large deviations for the Markov branching process with immigration
• Harmonic moments of inhomogeneous branching processes

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