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In this short note we obtain necessary and sufficient conditions for the existence of the moments of the stationary distribution of a subcritical multitype Galton-Watson process with immigration.

概率论 · 数学 2020-02-21 Péter Kevei , Péter Wiandt

This paper is concerned with an extended Galton-Watson process so as to allow individuals to live and reproduce for more than one unit time. We assume that each individual can live $k$ seasons (time-units) with probability $h_k$, and…

概率论 · 数学 2022-03-29 J. R. Tan , J. P. Li

We investigate the quasi-limiting behaviour of bisexual subcritical Galton-Watson branching processes. While classical subcritical Galton-Watson processes have been extensively analyzed, bisexual Galton-Watson branching processes present…

概率论 · 数学 2024-09-06 Coralie Fritsch , Denis Villemonais , Nicolás Zalduendo

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

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 show that the quasi-stationary distribution of the subcritical contact process on $\mathbb{Z}^d$ is unique. This is in contrast with other processes which also do not come down from infinity, like stable queues and Galton-Watson, and it…

概率论 · 数学 2019-08-13 Franco Arrejoría , Pablo Groisman , Leonardo T. Rolla

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 present a new algorithm for computing the quasi-stationary distribution of subcritical Galton--Watson branching processes. This algorithm is based on a particular discretization of a well-known functional equation that characterizes the…

数值分析 · 数学 2020-01-27 Sophie Hautphenne , Stefano Massei

We give sufficient conditions on the initial, offspring and immigration distributions under which the distribution of a not necessarily stationary Galton--Watson process with immigration is regularly varying at any fixed time.

概率论 · 数学 2018-06-08 Matyas Barczy , Zsuzsanna Bősze , Gyula Pap

The stationary asymptotic properties of the diffusion limit of a multi-type branching process with neutral mutations are studied. For the critical and subcritical processes the interesting limits are those of quasi-stationary distributions…

概率论 · 数学 2022-04-08 Conrad J. Burden , Robert C. Griffiths

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 the genealogical tree of a stationary continuous state branching process with immigration. For a sub-critical stable branching mechanism, we consider the genealogical tree of the extant population at some fixed time and prove…

概率论 · 数学 2020-05-21 Romain Abraham , Jean-François Delmas , Hui He

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

In this note we identify the distributional limits of non-negative, ergodic stationary processes, showing that all are possible. Consequences for infinite ergodic theory are also explored and new examples of distributionally stable- and…

动力系统 · 数学 2021-04-14 Jon. Aaronson , Benjamin Weiss

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 study asymptotic properties of supercritical Galton-Watson (GW) branching processes in the asymptotic where the mean of the offspring distribution approaches 1 from above. We show that the population-size distribution of the GW branching…

概率论 · 数学 2026-03-05 Kyoya Uemura , Tomoyuki Obuch , Toshiyuki Tanaka

As well known, for a supercritical Galton-Watson process $Z_n$ whose offspring distribution has mean $m>1$, the ratio $W_n:=Z_n/m^n$ has a.s. limit, say $W$. We study tail behaviour of the distributions of $W_n$ and $W$ in the case where…

概率论 · 数学 2013-03-12 Denis Denisov , Dmitry Korshunov , Vitali Wachtel

In this paper, we study a Galton-Watson process $(Z_n)$ with infinitely many types in a random ergodic environment $\bar{\xi}=(\xi_n)_{n\geq 0}$. We focus on the supercritical regime of the process, where the quenched average of the size of…

概率论 · 数学 2025-02-07 Maxime Ligonnière

This paper considers the subexponential asymptotics of the stationary distributions of GI/G/1-type Markov chains in two cases: (i) the phase transition matrix in non-boundary levels is stochastic; and (ii) it is strictly substochastic. For…

概率论 · 数学 2016-06-22 Tatsuaki Kimura , Hiroyuki Masuyama , Yutaka Takahashi

For affine processes on finite-dimensional cones, we give criteria for geometric ergodicity - that is exponentially fast convergence to a unique stationary distribution. Ergodic results include both the existence of exponential moments of…

概率论 · 数学 2021-01-12 Eberhard Mayerhofer , Robert Stelzer , Johanna Vestweber
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