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Functional limit theorems for Galton–Watson processes with very active immigration.

Authors :
Iksanov, Alexander
Kabluchko, Zakhar
Source :
Stochastic Processes & Their Applications. Jan2018, Vol. 128 Issue 1, p291-305. 15p.
Publication Year :
2018

Abstract

We prove weak convergence on the Skorokhod space of Galton–Watson processes with immigration, properly normalized, under the assumption that the tail of the immigration distribution has a logarithmic decay. The limits are extremal shot noise processes. By considering marginal distributions, we recover the results of Pakes (1979). [ABSTRACT FROM AUTHOR]

Details

Language :
English
ISSN :
03044149
Volume :
128
Issue :
1
Database :
Academic Search Index
Journal :
Stochastic Processes & Their Applications
Publication Type :
Academic Journal
Accession number :
126897559
Full Text :
https://doi.org/10.1016/j.spa.2017.04.012