Asymptotic behavior of critical, irreducible multi-type continuous state and continuous time branching processes with immigration
2016 ◽
Vol 16
(04)
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pp. 1650008
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Keyword(s):
Under natural assumptions, a Feller type diffusion approximation is derived for critical, irreducible multi-type continuous state and continuous time branching processes with immigration. Namely, it is proved that a sequence of appropriately scaled random step functions formed from a critical, irreducible multi-type continuous state and continuous time branching process with immigration converges weakly towards a squared Bessel process supported by a ray determined by the Perron vector of a matrix related to the branching mechanism of the branching process in question.
2015 ◽
Vol 29
(3)
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pp. 958-995
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Keyword(s):
2019 ◽
Vol 56
(4)
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pp. 1122-1150
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2015 ◽
Vol 139
◽
pp. 92-123
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1981 ◽
Vol 13
(03)
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pp. 498-509
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