scholarly journals Multitype branching processes with inhomogeneous Poisson immigration

2018 ◽  
Vol 50 (A) ◽  
pp. 211-228
Author(s):  
Kosto V. Mitov ◽  
Nikolay M. Yanev ◽  
Ollivier Hyrien
Keyword(s):  
Asymptotic Behaviour ◽  
Branching Processes ◽  
Random Measure ◽  
Poisson Random Measure ◽  
Regularly Varying Function ◽  
Limit Distributions ◽  
Second Moments ◽  
Multitype Branching Processes ◽  
Regularly Varying ◽  
Local Intensity

Abstract In this paper we introduce multitype branching processes with inhomogeneous Poisson immigration, and consider in detail the critical Markov case when the local intensity r(t) of the Poisson random measure is a regularly varying function. Various multitype limit distributions (conditional and unconditional) are obtained depending on the rate at which r(t) changes with time. The asymptotic behaviour of the first and second moments, and the probability of nonextinction are investigated.

Regularly varying functions in the theory of simple branching processes

1974 ◽  
Vol 6 (3) ◽  
pp. 408-420 ◽  
Author(s):  
E. Seneta
Keyword(s):  
Invariant Measures ◽  
Function Theory ◽  
Branching Processes ◽  
Regularly Varying Function ◽  
Asymptotic Structure ◽  
Regularly Varying Functions ◽  
Limit Laws ◽  
Intimate Connection ◽  
Similar Fact ◽  
Regularly Varying

It is demonstrated for the non-critical and the explosive cases of the simple Bienaymé-Galton-Watson (B. G. W.) process (with and without immigration) that there exists a natural and intimate connection between regularly varying function theory and the asymptotic structure of the limit laws and corresponding norming constants. A similar fact had been demonstrated in connection with their invariant measures in [22]. This earlier study is complemented here by a similar analysis of the process where immigration occurs only at points of “emptiness” of the B. G. W. process.

Regularly varying functions in the theory of simple branching processes

1974 ◽  
Vol 6 (03) ◽  
pp. 408-420 ◽  
Author(s):  
E. Seneta
Keyword(s):  
Invariant Measures ◽  
Function Theory ◽  
Branching Processes ◽  
Regularly Varying Function ◽  
Asymptotic Structure ◽  
Regularly Varying Functions ◽  
Limit Laws ◽  
Intimate Connection ◽  
Similar Fact ◽  
Regularly Varying

It is demonstrated for the non-critical and the explosive cases of the simple Bienaymé-Galton-Watson (B. G. W.) process (with and without immigration) that there exists a natural and intimate connection between regularly varying function theory and the asymptotic structure of the limit laws and corresponding norming constants. A similar fact had been demonstrated in connection with their invariant measures in [22]. This earlier study is complemented here by a similar analysis of the process where immigration occurs only at points of “emptiness” of the B. G. W. process.

scholarly journals BSDEs with Logarithmic Growth Driven by Brownian Motion and Poisson Random Measure and Connection to Stochastic Control Problem

2021 ◽  
Vol 0 (0) ◽  
Author(s):  
Khalid Oufdil
Keyword(s):  
Optimal Control ◽  
Brownian Motion ◽  
Control Problem ◽  
Stochastic Optimal Control ◽  
Random Measure ◽  
Poisson Random Measure ◽  
One Dimensional ◽  
Stochastic Optimal Control Problem ◽  
Uniqueness Of The Solution ◽  
Logarithmic Growth

Abstract In this paper, we study one-dimensional backward stochastic differential equations under logarithmic growth in the 𝑧-variable ( | z | ⁢ | ln ⁡ | z | | ) (\lvert z\rvert\sqrt{\lvert\ln\lvert z\rvert\rvert}) . We show the existence and the uniqueness of the solution when the noise is driven by a Brownian motion and an independent Poisson random measure. In addition, we highlight the connection of such BSDEs with stochastic optimal control problem, where we show the existence of an optimal strategy for the control problem.

On multitype branching processes in a random environment

1981 ◽  
Vol 13 (3) ◽  
pp. 464-497 ◽  
Author(s):  
David Tanny
Keyword(s):  
Random Environment ◽  
Stability Condition ◽  
Branching Processes ◽  
Classification Theorem ◽  
Regularity Conditions ◽  
Exponential Rate ◽  
Probabilistic Computation ◽  
Multitype Branching Processes ◽  
The Stability ◽  
Functional Iteration

This paper is concerned with the growth of multitype branching processes in a random environment (mbpre). It is shown that, under suitable regularity conditions, the process either explodes of becomes extinct. A classification theorem is given delineating the cases of explosion or extinction. Furthermore, it is shown that the process grows at an exponential rate on its set of non-extinction provided the process is stable. Criteria is given for non-certain extinction of the mbpre to occur, and an example shows that the stability condition cannot be removed. The method of proof used, in general, is direct probabilistic computation rather than the classical functional iteration techniques. Growth theorems are first proved for increasing mbpre and subsequently transferred to general mbpre using the associated mbpre and the reduced mbpre.

scholarly journals Extinction Probabilities of Supercritical Decomposable Branching Processes

2012 ◽  
Vol 49 (03) ◽  
pp. 639-651 ◽  
Author(s):  
Sophie Hautphenne
Keyword(s):  
Nonnegative Solution ◽  
Branching Processes ◽  
Sufficient Conditions ◽  
Equivalence Classes ◽  
Specific Class ◽  
Initial Particle ◽  
Whole Process ◽  
Extinction Probabilities ◽  
The Minimal Nonnegative Solution ◽  
Multitype Branching Processes

We focus on supercritical decomposable (reducible) multitype branching processes. Types are partitioned into irreducible equivalence classes. In this context, extinction of some classes is possible without the whole process becoming extinct. We derive criteria for the almost-sure extinction of the whole process, as well as of a specific class, conditionally given the class of the initial particle. We give sufficient conditions under which the extinction of a class implies the extinction of another class or of the whole process. Finally, we show that the extinction probability of a specific class is the minimal nonnegative solution of the usual extinction equation but with added constraints.

A Multiplicative Analogue of Schur's Tauberian Theorem

2003 ◽  
Vol 46 (3) ◽  
pp. 473-480 ◽  
Author(s):  
Karen Yeats
Keyword(s):  
Power Series ◽  
Asymptotic Behaviour ◽  
Dirichlet Series ◽  
Tauberian Theorem ◽  
Partial Sums ◽  
Regularly Varying Functions ◽  
Regularly Varying

AbstractA theorem concerning the asymptotic behaviour of partial sums of the coefficients of products of Dirichlet series is proved using properties of regularly varying functions. This theorem is a multiplicative analogue of Schur's Tauberian theorem for power series.

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