Harmonic continuous-time branching moments
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 is greater than a first threshold . If, furthermore, is greater than a second threshold , the normalized mean inverse population is at most . We express and 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.
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)