On Aggregation of Subcritical Galton-Watson Branching Processes with Regularly Varying Immigration
We study an iterated temporal and contemporaneous aggregation ofNindependent copies of a strongly stationary subcritical Galton-Watson branching process with regularly varying immigration having index alpha is an element of (0,2). We show that limits of finite-dimensional distributions of appropriat...
Elmentve itt :
| Szerzők: | |
|---|---|
| Dokumentumtípus: | Cikk |
| Megjelent: |
2020
|
| Sorozat: | LITHUANIAN MATHEMATICAL JOURNAL
60 No. 4 |
| Tárgyszavak: | |
| doi: | 10.1007/s10986-020-09492-8 |
| mtmt: | 31733158 |
| Online Access: | http://publicatio.bibl.u-szeged.hu/36721 |
| Tartalmi kivonat: | We study an iterated temporal and contemporaneous aggregation ofNindependent copies of a strongly stationary subcritical Galton-Watson branching process with regularly varying immigration having index alpha is an element of (0,2). We show that limits of finite-dimensional distributions of appropriately centered and scaled aggregated partial-sum processes exist when first taking the limit asN -> infinity and then the time scalen -> infinity. The limit process is an alpha-stable process if alpha is an element of (0,1) ? (1,2) and a deterministic line with slope 1 if alpha= 1. |
|---|---|
| Terjedelem/Fizikai jellemzők: | 425-451 |
| ISSN: | 0363-1672 |