Stochastic difference equations and generalized gamma distributions

DOI10.1214/AOP/1176991502MaRDI QIDQ1121604zbMATH OpenOpenAlexFDO

Authors Fima Klebaner

Publication date 1989

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

Full work available at URL https://doi.org/10.1214/aop/1176991502

zbMATH Keywords

asymptotic growth ratesmartingale difference sequencepopulation size- dependent branching processesstate dependent random walksstochastic difference equation

Mathematics Subject Classification ID

Sums of independent random variables; random walks (60G50) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Branching processes (Galton-Watson, birth-and-death, etc.) (60J80)

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• Nonlinear stochastic trends
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• On the asymptotic behaviour of discrete time stochastic growth processes
• Potential analysis for positive recurrent Markov chains with asymptotically zero drift: power-type asymptotics
• A characterization of the gamma distribution from a random difference equation
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• A nonlinear diffusion with hyper–gamma distribution
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• Estimation of the offspring mean in a supercritical or near-critical size-dependent branching process
• Branching processes in near-critical random environments
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• Some Contributions to the Theory of Near-Critical Bisexual Branching Processes
• Asymptotic behaviour of critical controlled branching processes with random control functions
• Stick-breaking representation and computation for normalized generalized gamma processes
• The gamma distribution and weighted multimodal gamma distributions as models of population abundance
• Some limit results for controlled branching processes with random control function
• Geometric growth for stochastic difference equations with application to branching populations

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