Harmonic continuous-time branching moments

DOI10.1214/105051606000000493MaRDI QIDQ997419zbMATH OpenOpenAlexFDO

Authors Didier Piau

Publication date 6 August 2007

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

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

zbMATH Keywords

branching processeslimit theoremsharmonic momentsinhomogeneous Markov processes

Mathematics Subject Classification ID

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

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.

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Cites work

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