Markov branching process with infinite variance and non-homogeneous immigration with infinite mean

Fuente: arXiv
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Auteurs principaux: Mitov, Kosto V., Yanev, Nikolay M.
Format: Preprint
Publié: 2025
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author Mitov, Kosto V.
Yanev, Nikolay M.
author_facet Mitov, Kosto V.
Yanev, Nikolay M.
contents 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 the mean number of immigrants is infinite and the intensity of the Poisson process converges to zero. The asymptotic behavior of the probability for non-visiting zero is obtained. Limiting distributions are proved, under suitable normalization of the sample paths, depending on the offspring distribution, on the distribution of the immigrants and on the intensity of the Poisson process.
format Preprint
id arxiv_https___arxiv_org_abs_2501_03270
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Markov branching process with infinite variance and non-homogeneous immigration with infinite mean
Mitov, Kosto V.
Yanev, Nikolay M.
Probability
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 the mean number of immigrants is infinite and the intensity of the Poisson process converges to zero. The asymptotic behavior of the probability for non-visiting zero is obtained. Limiting distributions are proved, under suitable normalization of the sample paths, depending on the offspring distribution, on the distribution of the immigrants and on the intensity of the Poisson process.
title Markov branching process with infinite variance and non-homogeneous immigration with infinite mean
topic Probability
url https://arxiv.org/abs/2501.03270