MULTITYPE BRANCHING PROCESSES WITH INHOMOGENEOUS POISSON IMMIGRATION

被引：9

作者：

Mitov, Kosto, V ^{[1
]}

Yanev, Nikolay M. ^{[2
]}

Hyrien, Ollivier ^{[3
]}

机构：

[1] Vasil Levski Natl Mil Univ, Fac Aviat, 5856 D Mitropolia, Pleven, Bulgaria

[2] Bulgarian Acad Sci, Dept Operat Res Probabil & Stat, Inst Math & Informat, BU-1113 Sofia, Bulgaria

[3] Fred Hutchinson Canc Res Ctr, Program Biostat Bioinformat & Epidemiol, Vaccine & Infect Dis Div, Seattle, WA 98109 USA

来源：

ADVANCES IN APPLIED PROBABILITY | 2018年 / 50卷 / 0A期

关键词：

Multitype branching process; immigration; inhomogeneous Poisson process; limit distribution;

D O I：

10.1017/apr.2018.81

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：

In this paper we introduce multitype branching processes with inhomogeneous Poisson immigration, and consider in detail the critical Markov case when the local intensity r(t) of the Poisson random measure is a regularly varying function. Various multitype limit distributions (conditional and unconditional) are obtained depending on the rate at which r(t) changes with time. The asymptotic behaviour of the first and second moments, and the probability of nonextinction are investigated.

引用

页码：211 / 228

页数：18

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