Convergence of a branching type recursion with non-stationary immigration (Q1377358)
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English | Convergence of a branching type recursion with non-stationary immigration |
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Convergence of a branching type recursion with non-stationary immigration (English)
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15 September 1999
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The author considers the asymptotic distribution of a branching type recursion with non-stationary immigration. The recursion is given by \(L_n {\overset{d}=} \sum^K_{i=1} X_iL^{(i)}_{n-1}+Y_n\), where \((X_i)\) is a real random sequence, \((L^{(i)}_{n-1})\) are i.i.d. copies of \(L_{n-1}\), \(K\) is a random number and \(K\), \((L^{(i)}_{n-1})\), \(\{(X_i),Y_n\}\) are independent. The author presents a general limit theorem under natural conditions including square-integrability of the involved random variables. The conditions of the limit theorem are built upon of the knowledge of the first two moments of \(L_n\).
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nonstationary immigration
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branching type recursion
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