Moments and asymptotic properties for supercritical branching processes with immigration in random environments

被引:1
作者
Huang, Chunmao [1 ]
Wang, Chen [1 ,2 ]
Wang, Xiaoqiang [3 ]
机构
[1] Harbin Inst Technol Weihai, Dept Math, Weihai, Peoples R China
[2] Sun Yat Sen Univ, Sch Data & Comp Sci, Guangzhou, Peoples R China
[3] Shandong Univ, Sch Math & Stat, Weihai 264209, Peoples R China
基金
中国国家自然科学基金;
关键词
Branching process with immigration; random environment; moments; harmonic moments; convergence rates; CONVERGENCE-RATES; LAW;
D O I
10.1080/15326349.2022.2040365
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider a supercritical discrete-time branching process (Z(n)) with immigration Y in a stationary and ergodic environment xi. Let m(n) be the mean of the reproduction distribution at time n conditioned on the environment xi and W-n = Z(n)/Pi(n-1)(i=0)m(i) be the natural submartingale of the model. We show sufficient conditions for the boundedness of the moments sup(n)E[W-n(s)vertical bar xi,Y] and sup(n)E[W-n(s)vertical bar xi] for s is an element of R, and discover the exponential L-p decay rates of Wn+1-W-n as well as the rates of Z(n+1)-m(n)Z(n). Then, as an application of the moment results, we show the exponential decay rates of Z(n+1)/Z(n-)m(n) and the convergence rates of the average of ratios 1(n) n-ary sumation k=0(n-1)Z(k+1)/Z(k).
引用
收藏
页码:21 / 40
页数:20
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