Limit theorems for a supercritical branching process with immigration in a random environment

被引:21
作者
Wang, YanQing [1 ]
Liu, QuanSheng [2 ]
机构
[1] Zhongnan Univ Econ & Law, Sch Math & Stat, Wuhan 430073, Hubei, Peoples R China
[2] Univ Bretagne Sud, Lab Math Bretagne Atlant, F-56017 Vannes, France
基金
中国国家自然科学基金;
关键词
branching process with immigration; random environment; almost sure convergence; non-degeneration; L-p convergence and moments; large and moderate deviations; central limit theorem; SUPER-BROWNIAN MOTION; UPPER LARGE DEVIATIONS; DISTRIBUTIONS; EXTINCTION; MODERATE; MOMENTS;
D O I
10.1007/s11425-016-9017-7
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
Let (Z (n)) be a supercritical branching process with immigration in a random environment. Firstly, we prove that under a simple log moment condition on the offspring and immigration distributions, the naturally normalized population size W (n) converges almost surely to a finite random variable W. Secondly, we show criterions for the non-degeneracy and for the existence of moments of the limit random variable W. Finally, we establish a central limit theorem, a large deviation principle and a moderate deviation principle about log Z (n).
引用
收藏
页码:2481 / 2502
页数:22
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