Moment Properties for Two-type Continuous-state Branching Processes in Levy Random Environments

被引：0

作者：

Chen, Shukai ^{[1
,2
,3
,4
,5
]}

Zheng, Xiangqi ^{[6
]}

机构：

[1] Fujian Normal Univ, Sch Math & Stat, Fuzhou 350117, Peoples R China

[2] Fujian Normal Univ, Key Lab Analyt Math & Applicat, Minist Educ, Fuzhou 350117, Peoples R China

[3] Fujian Normal Univ, Fujian Prov Key Lab Stat & Artificial Intelligenc, Fuzhou 350117, Peoples R China

[4] Fujian Normal Univ, Fujian Key Lab Analyt Math & Applicat FJKLAMA, Fuzhou 350117, Peoples R China

[5] Fujian Normal Univ, Ctr Appl Math Fujian Prov FJNU, Fuzhou 350117, Peoples R China

[6] East China Univ Sci & Technol, Sch Math, Shanghai 200237, Peoples R China

来源：

MARKOV PROCESSES AND RELATED FIELDS | 2023年 / 29卷 / 03期

基金：

中国国家自然科学基金;

关键词：

Moment property; continuous-state branching process; random environment; MULTITYPE CONTINUOUS-STATE; EXPONENTIAL FUNCTIONALS; LIMIT-THEOREM; IMMIGRATION; EXTINCTION;

D O I：

暂无

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 first derive the recursions for integer moments of two-type continuous-state branching processes in Levy random environments. We show that the nth moment of the process is a polynomial of the initial value of the process with at most n degree. Meanwhile, the criteria for the existence of f-moment of the process is also established under some natural conditions.

引用

页码：301 / 328

页数：28

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