A conditional limit theorem for a critical Branching process with immigration

1977 ◽  
Vol 21 (5) ◽  
pp. 405-411 ◽  
Author(s):  
V. A. Vatutin
2007 ◽  
Vol 44 (03) ◽  
pp. 753-769 ◽  
Author(s):  
S. V. Nagaev ◽  
V. Wachtel

In this paper we prove a conditional limit theorem for a critical Galton-Watson branching process {Z n ; n ≥ 0} with offspring generating function s + (1 − s)L((1 − s)−1), where L(x) is slowly varying. In contrast to a well-known theorem of Slack (1968), (1972) we use a functional normalization, which gives an exponential limit. We also give an alternative proof of Sze's (1976) result on the asymptotic behavior of the nonextinction probability.


Author(s):  
Ya. Khusanbaev ◽  
S. Sharipov ◽  
V. Golomoziy

In this paper, we consider a nearly critical branching process with immigration. We obtain the rate of convergence in central limit theorem for nearly critical branching processes with immigration.


2007 ◽  
Vol 44 (3) ◽  
pp. 753-769 ◽  
Author(s):  
S. V. Nagaev ◽  
V. Wachtel

In this paper we prove a conditional limit theorem for a critical Galton-Watson branching process {Zn; n ≥ 0} with offspring generating function s + (1 − s)L((1 − s)−1), where L(x) is slowly varying. In contrast to a well-known theorem of Slack (1968), (1972) we use a functional normalization, which gives an exponential limit. We also give an alternative proof of Sze's (1976) result on the asymptotic behavior of the nonextinction probability.


Author(s):  
Amos Golan

In this chapter I provide additional rationalization for using the info-metrics framework. This time the justifications are in terms of the statistical, mathematical, and information-theoretic properties of the formalism. Specifically, in this chapter I discuss optimality, statistical and computational efficiency, sufficiency, the concentration theorem, the conditional limit theorem, and the concept of information compression. These properties, together with the other properties and measures developed in earlier chapters, provide logical, mathematical, and statistical justifications for employing the info-metrics framework.


1974 ◽  
Vol 11 (3) ◽  
pp. 458-470 ◽  
Author(s):  
Howard J. Weiner

In a multitype critical age dependent branching process with immigration, the numbers of cell types born by t, divided by t2, tends in law to a one-dimensional (degenerate) law whose Laplace transform is explicitily given. The method of proof makes a correspondence between the moments in the m-dimensional case and the one-dimensional case, for which the corresponding limit theorem is known. Other applications are given, a possible relaxation of moment assumptions, and extensions are indicated.


1998 ◽  
Vol 35 (02) ◽  
pp. 281-292
Author(s):  
Ibrahim Rahimov

The multitype discrete time indecomposable branching process with immigration is considered. Using a martingale approach a limit theorem is proved for such processes when the totality of immigrating individuals at a given time depends on evolution of the processes generating by previously immigrated individuals. Corollaries of the limit theorem are obtained for the cases of finite and infinite second moments of offspring distribution in critical processes.


2010 ◽  
Vol 47 (02) ◽  
pp. 526-542
Author(s):  
Chunhua Ma ◽  
Longmin Wang

The conditional least-squares estimators of the variances are studied for a critical branching process with immigration that allows the offspring distributions to have infinite fourth moments. We derive different forms of limiting distributions for these estimators when the offspring distributions have regularly varying tails with index α. In particular, in the case in which 2 < α < 8/3, the normalizing factor of the estimator for the offspring variance is smaller than √n, which is different from that of Winnicki (1991).


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