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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*}