Related papers: Heavy tailed branching process with immigration
In this article we focus on the partial sum $S_{n}=X_{1}+\cdots+X_{n}$ of the subcritical branching process with immigration $\{X_{n}\}_{n\in\mathbb{N_{+}}}$, under the condition that one of the offspring $\xi$ or immigration $\eta$ is…
Consider a critical Galton--Watson branching process with immigration, where the offspring distribution belongs to the domain of attraction of a $(1 + \alpha)$-stable law with $\alpha \in (0,1)$, and the immigration distribution either (i)…
We focus on the partial sum $S_{n}=X_{1}+\cdots+X_{n}$ of the critical branching process with immigration $\{X_{n}\}$, when the offspring $\xi$ is regularly varying with index $\nu+1$ and the immigration $\eta$ is regularly varying with…
We consider a fixed-point equation for a non-negative integer-valued random variable, that appears in branching processes with state-independent immigration. A similar equation appears in the analysis of a single-server queue with a…
For multitype branching processes with immigration evolving in a random environment and producing a final product we find the tail distribution of the size of the final product accumulated in the system for a life period. Using this result…
We analyze the stationary tail of a fixed-point equation arising in branching processes with state-independent immigration, when both immigration and offspring distributions have heavy tails with boundary index one. We prove that \[ P(X >…
We investigate subcritical Galton-Watson branching processes with immigration in a random environment. Using Goldie's implicit renewal theory we show that under general Cram\'er condition the stationary distribution has a power law tail. We…
Let $(X_k,\xi_k)_{k\in \mathbb {N}}$ be a sequence of independent copies of a pair $(X,\xi)$ where $X$ is a random process with paths in the Skorokhod space $D[0,\infty)$ and $\xi$ is a positive random variable. The random process with…
A Galton-Watson branching process with immigration evolving in a random environment is considered. Its associated random walk is assumed to be oscillating. We prove a functional limit theorem in which the process under consideration is…
We study an iterated temporal and contemporaneous aggregation of $N$ independent copies of a strongly stationary subcritical Galton-Watson branching process with regularly varying immigration having index $\alpha \in (0, 2)$. Limits of…
We consider subcritical branching processes with immigration which evolve under the influence of a random environment and study the tail distribution of life periods of such processes defined as the length of the time interval between the…
Let $(X_1, \xi_1), (X_2,\xi_2),\ldots$ be i.i.d.~copies of a pair $(X,\xi)$ where $X$ is a random process with paths in the Skorokhod space $D[0,\infty)$ and $\xi$ is a positive random variable. Define $S_k := \xi_1+\ldots+\xi_k$, $k \in…
Let $\{X_t, t \geq 1\}$ be a sequence of identically distributed and pairwise asymptotically independent random variables with regularly varying tails and $\{ \Theta_t, t\geq1 \}$ be a sequence of positive random variables independent of…
Functional limit theorems are established for continuous-state branching processes with immigration (CBIs), where the reproduction laws have finite first moments and the immigration laws exhibit large tails. Different regimes of immigration…
In this paper, a critical Galton-Watson branching process with immigration $Z_{n}$ is studied. We first obtain the convergence rate of the harmonic moment of $Z_{n}$. Then the large deviation of $S_{Z_n}:=\sum_{i=1}^{Z_n} X_i$ is obtained,…
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…
We derive a complete left-tail asymptotic series for the density of the {\it martingale limit} of a Galton-Watson process with immigration. We show that the series converges everywhere, not only for small arguments. This is the first…
Motivated by a seminal paper of Kesten et al. (1975) we consider a branching process with a geometric offspring distribution with i.i.d. random environmental parameters $A_n$, $n\ge 1$ and size -1 immigration in each generation. In contrast…
In this paper we consider a triangular array of branching processes with non-stationary immigration. We prove a weak convergence of properly normalized branching processes with immigration to deterministic function under assumption that…
Guided by the relationship between the breadth-first walk of a rooted tree and its sequence of generation sizes, we are able to include immigration in the Lamperti representation of continuous-state branching processes. We provide a…