Multitype branching process with non-homogeneous Poisson and contagious Poisson immigration

被引:5
作者
Rabehasaina, Landy [1 ]
Woo, Jae-Kyung [2 ]
机构
[1] Univ Bourgogne Franche Comte, Lab Math Besancon, 16 Route Gray, F-25030 Besancon, France
[2] Univ New South Wales, Sch Risk & Actuarial Studies, Sydney, NSW, Australia
关键词
Multitype branching process with immigration; non-homogeneous Poisson process; contagious Poisson process; convergence in distribution; GENERALIZED POLYA PROCESS; MODELS;
D O I
10.1017/jpr.2021.19
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 a multitype branching process, it is assumed that immigrants arrive according to a non-homogeneous Poisson or a contagious Poisson process (both processes are formulated as a non-homogeneous birth process with an appropriate choice of transition intensities). We show that the normalized numbers of objects of the various types alive at time t for supercritical, critical, and subcritical cases jointly converge in distribution under those two different arrival processes. Furthermore, we provide some transient expectation results when there are only two types of particles.
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页码:1007 / 1042
页数:36
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