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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…

概率论 · 数学 2024-05-08 Jiayan Guo , Wenming Hong

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,…

概率论 · 数学 2020-04-21 Doudou Li , Mei Zhang

In this paper we analyze a branching process with immigration defined recursively by $X_t=\theta_t\circ X_{t-1}+B_t$ for a sequence $(B_t)$ of i.i.d. random variables and random mappings $ \theta_t\circ x:=\theta_t(x)=\sum_{i=1}^xA_i^{(t)},…

概率论 · 数学 2012-07-31 Bojan Basrak , Rafał Kulik , Zbigniew Palmowski

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)…

概率论 · 数学 2025-10-03 Peter Kevei , Kata Kubatovics

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 >…

概率论 · 数学 2025-09-09 Yunfan Zhao

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

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 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 study supercritical branching processes under the influence of an i.i.d. emigration component. We provide conditions, under which the lifetime of the process is finite respectively has a finite expectation. A new version of the…

概率论 · 数学 2020-08-13 Georg Braun

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

概率论 · 数学 2022-08-17 Charline Smadi , Vladimir A. Vatutin

Consider a branching process $\{Z_n\}_{n\ge 0}$ with immigration in varying environment. For $a\in\{0,1,2,...\},$ let $C=\{n\ge0:Z_n=a\}$ be the collection of times at which the population size of the process attains level $a.$ We give a…

概率论 · 数学 2023-08-08 Hua-Ming Wang

In this article, we consider a branching random walk on the real-line where displacements coming from the same parent have jointly regularly varying tails. The genealogical structure is assumed to be a supercritical Galton-Watson tree,…

概率论 · 数学 2022-04-07 Ayan Bhattacharya

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

Let $\{Y_{n}$, $n \geq 1\}$ be a critical branching process with immigration having finite variance for the offspring number of particles and finite mean for the immigrating number of particles. In this paper, we study lower deviation…

概率论 · 数学 2024-06-28 Sadillo Sharipov , Vitali Wachtel

We study large deviation probabilities for a sum of dependent random variables from a heavy-tailed factor model, assuming that the components are regularly varying. We identify conditions where both the factor and the idiosyncratic terms…

概率论 · 数学 2007-12-05 Boualem Djehiche , Jens Svensson

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

For any branching process, we demonstrate that the typical total number $r_{\rm mp}(\nu \tau)$ of events triggered over all generations within any sufficiently large time window $\tau$ exhibits, at criticality, a super-linear dependence…

数据分析、统计与概率 · 物理学 2015-06-15 A. Saichev , D. Sornette

Given a branching random walk $(Z_n)_{n\geq0}$ on $\mathbb{R}$, let $Z_n(A)$ be the number of particles located in interval $A$ at generation $n$. It is well known (e.g., \cite{biggins}) that under some mild conditions, $Z_n(\sqrt…

概率论 · 数学 2020-12-02 Shuxiong Zhang

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…

概率论 · 数学 2020-02-10 Doudou Li , Vladimir Vatutin , Mei Zhang

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

概率论 · 数学 2019-11-04 Charline Smadi , Vladimir A. Vatutin
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