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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1980 Volume 25, Issue 3, Pages 523–534 (Mi tvp1092)

This article is cited in 14 papers

Limit theorems for a critical Galton–Watson process with migration

S. V. Nagaev, L. V. Han

Novosibirsk

Abstract: The critical Galton–Watson process with immigration and emigration is investigated. We consider the population of particles which develop according to the critical Galton–Watson process with the offspring generating function $f(s)$, and at each moment $n=0,1,\dots$ either $k$ ($k=0,1,\dots$) particles immigrate in the population with the probability $p_k$ or $j$ ($j=1,\dots,m$) particles of those present at time $n$ emigrate from the population with probability $q_j$, where $m$ is a fixed natural number,
$$ \sum_{k=0}^\infty p_k+\sum_{k=1}^m q_k=1,\qquad q_m>0. $$
Let $Z_n$ ($n=0,1,\dots$) be the number of particles at time $n$. We suppose that
$$ Z_0=0,\qquad f'(1-)=1,\qquad\sum_{k=1}^\infty kp_k-\sum_{k=1}^m kq_k=0. $$
The following results are obtained. If
$$ f(0)>0,\qquad B=1/2f''(1-)<\infty,\qquad\sum_{k=1}^\infty k^2p_k<\infty, $$
then for some $A_0\in(0,\infty)$
\begin{gather*} \mathbf P\{Z_n=0\}\sim\frac{A_0}{\log n},\quad\mathbf MZ_n\sim\frac{B_n}{\log n},\quad\mathbf DZ_n\sim\frac{2B^2n^2}{\log n}\quad(n\to\infty), \\ \lim_{n\to\infty}\mathbf P\left\{\frac{\log Z_n}{\log n}<x\right\}=x,\qquad x\in[0,1]. \end{gather*}



 English version:
Theory of Probability and its Applications, 1981, 25:3, 514–525

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