English

Harmonic continuous-time branching moments

Probability 2007-05-23 v2

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 kk is greater than a first threshold m11m_1\ge1. If, furthermore, kk is greater than a second threshold m2m1m_2\ge m_1, the normalized mean inverse population is at most 1/(km2)1/(k-m_2). We express m1m_1 and m2m_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.

Keywords

Cite

@article{arxiv.math/0511058,
  title  = {Harmonic continuous-time branching moments},
  author = {Didier Piau},
  journal= {arXiv preprint arXiv:math/0511058},
  year   = {2007}
}

Comments

Published at http://dx.doi.org/10.1214/105051606000000493 in the Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute of Mathematical Statistics (http://www.imstat.org)