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Under a first order moment condition on the immigration mechanism, we show that an appropriately scaled supercritical and irreducible multi-type continuous state and continuous time branching process with immigration (CBI process) converges…

概率论 · 数学 2020-10-13 Matyas Barczy , Sandra Palau , Gyula Pap

Under natural assumptions, a Feller type diffusion approximation is derived for critical, irreducible multi-type continuous state and continuous time branching processes with immigration. Namely, it is proved that a sequence of…

概率论 · 数学 2016-07-25 Matyas Barczy , Gyula Pap

In this paper the asymptotic behavior of a critical multi-type branching process with immigration is described when the offspring mean matrix is irreducible, in other words, when the process is indecomposable. It is proved that sequences of…

概率论 · 数学 2014-01-16 Tivadar Danka , Gyula Pap

We observe the continuous-time Markov Branching Process without high-order moments and allowing Immigration. Limit properties of transition functions and their convergence to invariant measures are investigated. Main mathematical tool is…

概率论 · 数学 2020-06-18 Azam A. Imomov , Abror Kh. Meyliev

Under natural assumptions a Feller type diffusion approximation is derived for critical multi-type branching processes with immigration when the offspring mean matrix is primitive (in other words, positively regular). Namely, it is proved…

概率论 · 数学 2012-05-03 Márton Ispány , Gyula Pap

We study asymptotic behavior of conditional least squares estimators for critical continuous state and continuous time branching processes with immigration based on discrete time (low frequency) observations.

统计理论 · 数学 2018-01-19 Matyas Barczy , Kristóf Körmendi , Gyula Pap

We consider a multitype branching process with immigration in a random environment introduced by Key in [Ann. Probab. 15 (1987) 344--353]. It was shown by Key that, under the assumptions made in [Ann. Probab. 15 (1987) 344--353], the…

概率论 · 数学 2009-09-29 Alexander Roitershtein

We study asymptotic behavior of conditional least squares estimators for 2-type doubly symmetric critical irreducible continuous state and continuous time branching processes with immigration based on discrete time (low frequency)…

统计理论 · 数学 2016-07-25 Matyas Barczy , Kristóf Körmendi , Gyula Pap

We consider a subcritical branching process in an i.i.d. random environment, in which one immigrant arrives at each generation. We consider the event $% \mathcal{A}_{i}(n)$ that all individuals alive at time $n$ are offspring of the…

概率论 · 数学 2020-09-09 E. E. Dyakonova , V. A. Vatutin

We consider the setting of either a general non-local branching particle process or a general non-local superprocess, in both cases, with and without immigration. Under the assumption that the mean semigroup has a Perron-Frobenious type…

In this paper, we investigate the asymptotic behaviors of the critical branching process with immigration $\{Z_n, n\ge 0\}$. First we get some estimation for the probability generating function of $Z_n$. Based on it, we get a large…

概率论 · 数学 2017-12-27 Doudou Li , Mei Zhang

The paper discusses the continuous-time Markov Branching Process allowing Immigration. We are considering a critical case for which the second moment of offspring law and the first moment of immigration law are possibly infinite. Assuming…

概率论 · 数学 2024-06-28 Azam Imomov

Markov branching systems form a fundamental class of stochastic models that are extensively applied in biology, physics, finance, and other domains. These systems are distinguished by their continuous-time evolution and inherent branching…

In this work we investigate limit theorems for the time-averaged process $\left(\frac{1}{t}\int_0^t X_s^x ds\right)_{t\geq 0}$ where $X^x$ is a subcritical continuous-state branching processes with immigration (CBI processes) starting in $x…

概率论 · 数学 2022-10-19 Mariem Abdellatif , Martin Friesen , Peter Kuchling , Barbara Rüdiger

The paper studies a class of critical Markov branching processes with infinite variance of the offspring distribution. The processes admit also an immigration component at the jump-points of a non-homogeneous Poisson process, assuming that…

概率论 · 数学 2025-01-08 Kosto V. Mitov , Nikolay M. Yanev

A branching process in varying environment with generation-dependent immigration is a modification of the standard branching process in which immigration is allowed and the reproduction and immigration laws may vary over the generations.…

概率论 · 数学 2024-01-31 Miguel González , Goetz Kersting , Carmen Minuesa , Inés del Puerto

We prove stable convergence of conditional least squares estimators of drift parameters for supercritical continuous state and continuous time branching processes with immigration based on discrete time observations.

概率论 · 数学 2025-09-16 Matyas Barczy

We study a genealogical model for continuous-state branching processes with immigration with a (sub)critical branching mechanism. This model allows the immigrants to be on the same line of descent. The corresponding family tree is an…

概率论 · 数学 2008-02-13 Thomas Duquesne

In this work we study the long-time behavior for subcritical measure-valued branching processes with immigration on the space of tempered measures. Under some reasonable assumptions on the spatial motion, the branching and immigration…

概率论 · 数学 2022-04-20 Martin Friesen

The paper studies a class of critical Markov branching processes with infinite variance of the offspring distribution. The processes admit also an immigration component at the jump-points of a non-homogeneous Poisson process, assuming that…

概率论 · 数学 2025-01-07 Kosto V. Mitov , Nikolay M. Yanev
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