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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1983 Volume 28, Issue 2, Pages 382–388 (Mi tvp2304)

This article is cited in 8 papers

Short Communications

Limit theorems for a sequence of branching processes with immigration

I. S. Badalbaeva, A. M. Zubkovb

a Taškent
b Moscow

Abstract: We consider a family $Z^{(n)}(\,\cdot\,)$ of branching processes with immigration defined by a formula
$$ Z^{(n)}(t)=\sum_{k\colon\theta_k^{(n)}\le t}\zeta_k^{(n)}(t-\theta_k^{(n)}), $$
where $\theta_k^{(n)}$ – the moment of immigration of k$^{\text{th}}$ particle and $\zeta_k^{(n)}(\,\cdot\,)$ – a branching process of its descendants. It is supposed that:
$$ \text{i)}\quad \mathbf P\{0\le\theta_1^{(n)}\le\theta_2^{(n)}\le\dotsb,\ \lim_{k\to\infty}\theta_k^{(n)}\}=1 $$
and all finite-dimensional distributions of the processes
$$ \tau^{(n)}(\alpha)=n^{-1}\sum_{k\colon\theta_k^{(n)}\le\alpha n}1 $$
converge to the corresponding finite-dimensional distrutions of a random process $T(\alpha)$, $\alpha\in[0,1]$ which is stochastically continuous at $\alpha=1$;
$$ \text{ii)}\quad \mathbf Ms^{\xi_k^{(n)}(t)}=1-\frac{1-s}{1+(1-s)t\gamma}(1+\alpha_n(t;s)), $$
where $\gamma=\mathrm{const}$ and $\alpha_n(t;s)\to 0$, $n\to\infty$, uniformly in the set $\{\varepsilon n\le t\le n,\,|s|\le 1\}$ for every $\varepsilon>0$.
Theorem 1. If the conditions i) and ii) are fulfilled, then
$$ \lim_{n\to\infty}\mathbf M\exp\biggl\{-u\frac{Z^{(n)}(n)}{n\gamma}\biggr\}=\mathbf M\exp\biggl\{-\frac{u}{\gamma}\int_0^1\frac{dT(s)}{1+(1-s)u}\biggr\}. $$
Some generalizations are considered also.

Received: 27.04.1982


 English version:
Theory of Probability and its Applications, 1984, 28:2, 404–409

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