On Aggregation of Subcritical Galton-Watson Branching Processes with Regularly Varying Immigration

We study an iterated temporal and contemporaneous aggregation ofNindependent copies of a strongly stationary subcritical Galton-Watson branching process with regularly varying immigration having index alpha is an element of (0,2). We show that limits of finite-dimensional distributions of appropriat...

Teljes leírás

Elmentve itt :
Bibliográfiai részletek
Szerzők: Barczy Mátyás
Nedényi Fanni
Pap Gyula
Dokumentumtípus: Cikk
Megjelent: 2020
Sorozat:LITHUANIAN MATHEMATICAL JOURNAL 60 No. 4
Tárgyszavak:
doi:10.1007/s10986-020-09492-8

mtmt:31733158
Online Access:http://publicatio.bibl.u-szeged.hu/36721
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520 3 |a We study an iterated temporal and contemporaneous aggregation ofNindependent copies of a strongly stationary subcritical Galton-Watson branching process with regularly varying immigration having index alpha is an element of (0,2). We show that limits of finite-dimensional distributions of appropriately centered and scaled aggregated partial-sum processes exist when first taking the limit asN -> infinity and then the time scalen -> infinity. The limit process is an alpha-stable process if alpha is an element of (0,1) ? (1,2) and a deterministic line with slope 1 if alpha= 1. 
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700 0 1 |a Nedényi Fanni  |e aut 
700 0 1 |a Pap Gyula  |e aut 
856 4 0 |u http://publicatio.bibl.u-szeged.hu/36721/1/1906.00373v3.pdf  |z Dokumentum-elérés