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On asymptotic structure of continuous-time Markov branching processes allowing immigration without higher-order moments
A. A. Imomov,
A. Kh. Meyliev Department of Mathematics,
Karshi State University,
17, Kuchabag street,
180100 Karshi city, Uzbekistan
Аннотация:
We consider a continuous-time Markov branching process allowing immigration. Our main analytical
tool is the slow variation (or more general, a regular variation) conception in the sense of Karamata. The slow variation
property arises in many issues, but it usually remains rather hidden.
For example, denoting by
$p(n)$ the perimeter of an equilateral polygon with
$n$ sides inscribed in a circle with a diameter of
length
$d$, one can check that the function
$\boldsymbol{\pi}(n):={p(n)}/d$ converges to
$\pi$ in the sense of Archimedes, but it slowly
varies at infinity in the sense of Karamata. In fact, it is known that
$p(n)=dn\sin{\left(\pi/n\right)}$
and then it follows $\boldsymbol{\pi}(\lambda{x}) /\boldsymbol{\pi}(x) \to 1$ as
$x \to \infty$ for each
$\lambda > 0$.
Thus,
$\boldsymbol{\pi}(x)$ is so slowly approaching
$\pi$ that it can be suspected that "
$\pi$ is not quite constant".
Application of Karamata functions in the branching processes theory allows one to bypass severe constraints concerning existence
of the higher-order moments of the infinitesimal characteristics of the process under study. Zolotarev was one of
the first who demonstrated an encouraging prospect of application of the slow variation conception in the theory of
Markov branching processes and has obtained principally new results on asymptote of the survival
probability of the process without immigration.
In this paper, delving deeply in the nature of the Karamata functions, we study more subtle properties of branching
processes allowing immigration. In particular, under quite admissible conditions, we find explicit forms for the
generating functions of invariant measures for the process under consideration.
Ключевые слова:
Markov branching process, immigration, transition functions,
state space classification, generating functions, slowly varying function, invariant measures.
MSC: 60J80;
26A12 Поступила в редакцию: 20.06.2020
Язык публикации: английский