Moment formulas for multi-type continuous state and continuous time branching processes with immigration
Probability
2018-01-19 v2
Abstract
Recursions for moments of multi-type continuous state and continuous time branching process with immigration are derived. It turns out that the -th (mixed) moments and the -th (mixed) central moments are polynomials of the initial value of the process, and their degree are at most and , respectively.
Keywords
Cite
@article{arxiv.1404.0636,
title = {Moment formulas for multi-type continuous state and continuous time branching processes with immigration},
author = {Matyas Barczy and Zenghu Li and Gyula Pap},
journal= {arXiv preprint arXiv:1404.0636},
year = {2018}
}
Comments
36 pages