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Multi-type inhomogeneous Galton--Watson process with immigration is investigated, where the offspring mean matrix slowly converges to a critical mean matrix. Under general conditions we obtain limit distribution for the process, where the…

概率论 · 数学 2013-07-31 László Györfi , Márton Ispány , Péter Kevei , Gyula Pap

In this paper the asymptotic behaviour of a critical 2-type Galton-Watson process with immigration is described when its offspring mean matrix is reducible, in other words, when the process is decomposable. It is proved that, under second…

概率论 · 数学 2023-11-21 Matyas Barczy , Dániel Bezdány , Gyula Pap

We study the asymptotic behaviour of a critical decomposable 3-type Galton-Watson process with immigration when its offspring mean matrix is triangular with diagonal entries 1. It is proved that, under second or fourth order moment…

概率论 · 数学 2024-06-17 Matyas Barczy , Dániel Bezdány

In this somewhat didactic note we give a detailed alternative proof of the known result due to Wei and Winnicki (1989) which states that under second order moment assumptions on the offspring and immigration distributions the sequence of…

概率论 · 数学 2022-07-11 Matyas Barczy , Dániel Bezdány , Gyula Pap

In this paper the asymptotic behavior of the conditional least squares estimators of the offspring mean matrix for a 2-type critical positively regular Galton-Watson branching process with immigration is described.We also study this…

统计理论 · 数学 2016-05-10 Kristóf Körmendi , Gyula Pap

We consider a Galton-Watson process with immigration $(\mathcal{Z}_n)$, with offspring probabilities $(p_i)$ and immigration probabilities $(q_i)$. In the case when $p_0=0$, $p_1\neq 0$, $q_0=0$ (that is, when $\text{essinf}…

概率论 · 数学 2016-12-14 Nadia Sidorova

We give sufficient conditions on the offspring, the initial and the immigration distributions under which a second-order Galton-Watson process with immigration is regularly varying.

概率论 · 数学 2018-05-03 Zsuzsanna Bősze , Gyula Pap

We observe the Galton-Watson Branching Processes. Limit properties of transition functions and their convergence to invariant measures are investigated.

概率论 · 数学 2019-04-23 Azam A. Imomov , Erkin E. Tukhtaev

We consider a multi-type Galton-Watson branching processes, where the largest in magnitude positive eigenvalue $\rho$ of the first moments matrix is close to unity. Specifically, we examine the random vector representing the number of…

概率论 · 数学 2024-07-24 T. B. Lysetskyi , Ya. I. Yeleiko

We describe the asymptotic behavior of the conditional least squares estimator of the offspring mean for subcritical strongly stationary Galton--Watson processes with regularly varying immigration with tail index $\alpha \in (1,2)$. The…

统计理论 · 数学 2020-12-24 Matyas Barczy , Bojan Basrak , Péter Kevei , Gyula Pap , Hrvoje Planinić

We investigate Galton--Watson processes in varying environment, for which $\bar f_n \uparrow 1$ and $\sum_{n=1}^\infty (1-\bar f_n) = \infty$, where $\bar f_n$ stands for the offspring mean in generation $n$. Since the process dies out…

概率论 · 数学 2022-10-27 Péter Kevei , Kata Kubatovics

A second-order Galton-Watson process with immigration can be represented as a coordinate process of a 2-type Galton-Watson process with immigration. Sufficient conditions are derived on the offspring and immigration distributions of a…

概率论 · 数学 2020-10-13 Matyas Barczy , Zsuzsanna Bősze , Gyula Pap

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…

概率论 · 数学 2020-12-09 Matyas Barczy , Fanni K. Nedényi , Gyula Pap

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…

概率论 · 数学 2025-06-05 Anton A Kutsenko

We prove a general fluctuation limit theorem for Galton-Watson branching processes with immigration. The limit is a time-inhomogeneous OU type process driven by a spectrally positive Levy process. As applications of this result, we obtain…

概率论 · 数学 2009-09-12 Chunhua Ma

We consider a supercritical Galton-Watson branching process with immigration. It is well known that under suitable conditions on the offspring and immigration distributions, there is a finite, strictly positive limit ${\mathcal{W}}$ for the…

概率论 · 数学 2014-02-06 Weijuan Chu , Wenbo V. Li , Yan-Xia Ren

We provide a simple set of sufficient conditions for the weak convergence of discrete Galton-Watson branching processes with immigration to continuous time and continuous state branching processes with immigration.

概率论 · 数学 2007-05-23 Zenghu Li

In this paper, we consider a critical Galton-Watson branching process with immigration stopped at zero $\mathbf{W}$. Some precise estimation on the generation function of the $n$-th population are obtained, and the tail probability of the…

概率论 · 数学 2021-11-09 Doudou Li , Mei Zhang , Xianyu Zhang

We consider an observed subcritical Galton Watson process $\{Y_n,\ n\in \mathbb{Z} \}$ with correlated stationary immigration process $\{\epsilon_n,\ n\in \mathbb{Z} \}$. Two situations are presented. The first one is when…

统计理论 · 数学 2025-02-21 Yacouba Boubacar Mainassara , Landy Rabehasaina

In this paper, the asymptotic behavior of the conditional least squares (CLS) estimators of the offspring means $(\alpha,\beta)$ and of the criticality parameter $\varrho:=\alpha+\beta$ for a $2$-type critical doubly symmetric positively…

概率论 · 数学 2014-10-17 Márton Ispány , Kristóf Körmendi , Gyula Pap
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