English

On convergence properties of infinitesimal generators of scaled multi-type CBI processes

Probability 2016-07-25 v3

Abstract

It is a common method for proving weak convergence of a sequence of time-homogeneous Markov processes towards a time-homogeneous Markov process first to show convergence of the corresponding infinitesimal generators and then to check some additional conditions. The aim of the present paper is to investigate convergence properties of discrete infinitesimal generators of appropriately scaled random step functions formed from a multi-type continuous state and continuous time branching process with immigration. We also present a convergence result for usual infinitesimal generators of the branching processes in question appropriately normalized.

Keywords

Cite

@article{arxiv.1404.3658,
  title  = {On convergence properties of infinitesimal generators of scaled multi-type CBI processes},
  author = {Matyas Barczy and Gyula Pap},
  journal= {arXiv preprint arXiv:1404.3658},
  year   = {2016}
}

Comments

17 pages. Title is changed, and new parts (e.g., Corollary 3.5 and Remark 3.6) are added. In Section 2 we recall some notions and statements from arXiv:1403.0245 and arXiv:1404.2242