On aggregation of multitype Galton-Watson branching processes with immigration
Probability
2018-06-08 v2
Abstract
Limit behaviour of temporal and contemporaneous aggregations of independent copies of a stationary multitype Galton-Watson branching process with immigration is studied in the so-called iterated and simultaneous cases, respectively. In both cases, the limit process is a zero mean Brownian motion with the same covariance function under third order moment conditions on the branching and immigration distributions. We specialize our results for generalized integer-valued autoregressive processes and single-type Galton-Watson processes with immigration as well.
Keywords
Cite
@article{arxiv.1711.04099,
title = {On aggregation of multitype Galton-Watson branching processes with immigration},
author = {Matyas Barczy and Fanni K. Nedényi and Gyula Pap},
journal= {arXiv preprint arXiv:1711.04099},
year = {2018}
}
Comments
26 pages