Abstract:
We consider a family Z(n)(⋅) of branching processes with immigration defined by a formula
Z(n)(t)=∑k:θ(n)k⩽tζ(n)k(t−θ(n)k),
where θ(n)k – the moment of immigration of kth particle and ζ(n)k(⋅) – a branching process of its descendants. It is supposed that:
i)P{0⩽θ(n)1⩽θ(n)2⩽⋯,lim
and all finite-dimensional distributions of the processes
\tau^{(n)}(\alpha)=n^{-1}\sum_{k\colon\theta_k^{(n)}\le\alpha n}1
converge to the corresponding finite-dimensional distrutions of a random process T(\alpha), \alpha\in[0,1] which is stochastically continuous at \alpha=1;
\text{ii)}\quad
\mathbf Ms^{\xi_k^{(n)}(t)}=1-\frac{1-s}{1+(1-s)t\gamma}(1+\alpha_n(t;s)),
where \gamma=\mathrm{const} and \alpha_n(t;s)\to 0, n\to\infty, uniformly in the set \{\varepsilon n\le t\le n,\,|s|\le 1\} for every \varepsilon>0.
Theorem 1.If the conditions i) and ii) are fulfilled, then
\lim_{n\to\infty}\mathbf M\exp\biggl\{-u\frac{Z^{(n)}(n)}{n\gamma}\biggr\}=\mathbf M\exp\biggl\{-\frac{u}{\gamma}\int_0^1\frac{dT(s)}{1+(1-s)u}\biggr\}.
Some generalizations are considered also.
Citation:
I. S. Badalbaev, A. M. Zubkov, “Limit theorems for a sequence of branching processes with immigration”, Teor. Veroyatnost. i Primenen., 28:2 (1983), 382–388; Theory Probab. Appl., 28:2 (1984), 404–409
\Bibitem{BadZub83}
\by I.~S.~Badalbaev, A.~M.~Zubkov
\paper Limit theorems for a sequence of branching processes with immigration
\jour Teor. Veroyatnost. i Primenen.
\yr 1983
\vol 28
\issue 2
\pages 382--388
\mathnet{http://mi.mathnet.ru/tvp2304}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=700219}
\zmath{https://zbmath.org/?q=an:0533.60092|0511.60076}
\transl
\jour Theory Probab. Appl.
\yr 1984
\vol 28
\issue 2
\pages 404--409
\crossref{https://doi.org/10.1137/1128034}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1984SS85900014}
Linking options:
https://www.mathnet.ru/eng/tvp2304
https://www.mathnet.ru/eng/tvp/v28/i2/p382
This publication is cited in the following 8 articles:
Ibrahim Rahimov, “Homogeneous Branching Processes with Non-Homogeneous Immigration”, Stochastics and Quality Control, 36:2 (2021), 165
V. Golomoziy, S. Sharipov, “On central limit theorems for branching processes with dependent immigration”, BKNUPhM, 2020, no. 1-2, 7
Ya. M. Khusanbaev, “On asymptotics of branching processes with immigration”, Discrete Math. Appl., 27:2 (2017), 73–80
O. A. Butkovskii, “Limit Behavior of a Critical Branching Process with Immigration”, Math. Notes, 92:5 (2012), 612–618
Serik Sagitov, “Measure-branching renewal processes”, Stochastic Processes and their Applications, 52:2 (1994), 293
I. S. Rakhimov, “General Branching Processes with Reproduction Dependent Immigration”, Theory Probab. Appl., 37:3 (1993), 482–496
S. M. Sagitov, “A multidimensional critical branching process generated by a large number of particles of a single type”, Theory Probab. Appl., 35:1 (1991), 118–130
“Summary of reports presented at sessions of the probability and mathematical statistics seminar at the Steklov Institute of Mathematics of the USSR Academy of Sciences (February–June 1984)”, Theory Probab. Appl., 29:4 (1985), 853–857