随机环境中伴有移民两性分枝过程的极限性质

本文在独立同分布的随机环境下,建立带有移民的两性分枝过程{Zn}n≥0,且移民人口数依赖当前人口数,证得{Zn}n≥0和{(Fn,Mn)}n≥1是随机环境中的马氏链,并得到第n代每个配对单元平均增长率{rk}k≥0的极限性质,从而推广了经典两性分枝过程的相关理论.     

随机环境中带移民分枝过程的Cramér大偏差展式北大核心CSCD

本文考虑独立同分布的随机环境中带移民的分枝过程(Z_(n)).基于(Z_(n))的结构,利用测度变换技巧,并借助随机游动的相关结果,我们得到关于logZ_(n)的Cramer型大偏差展式.     

带形上随机环境中随机游动的内蕴分枝结构

揭示了带形上随机环境中随机游动的内蕴分枝结构一带移民的多物种分枝过程.利用内蕴分枝结构,可精确表达游动的首次击中时.给出了内蕴分枝结构的如下两个应用:(1)计算出首次击中时的均值,给出游动大数定律速度的显示表达,(2)得到从粒子角度看环境的马氏链不变测度的密度函数的显示表达,进而可用另一种"站在粒子看环境"的方法直接证明游动的大数定律.     

带移民的碰撞分枝过程的唯一性

本文提出了一种带移民的碰撞分枝过程,它由三部分组成:马氏分枝过程、碰撞分枝过程和状态独立的移民过程,给出了该过程正则性和唯一性判别准则。     

依时变化的随机环境中的分枝随机游动的局部极限定理的二阶展开

考虑了Zd中随机环境中的分枝随机游动,其中分枝机制和粒子迁移的分布律均依时间变化.对任意给定点z∈Zd,令Zn(z)表示位于该点处的n代粒子的个数.给出了Zn(z)的二阶渐近展开表达式.     

带有相依移民的连续状态分枝过程

通过求解由轨道空间上的Poisson随机测度驱动的随机积分方程,对于满足Yamada-Watanabe型条件的移民速度函数,本文给出了带相依移民连续状态分枝过程的构造.此构造改进了Dawson和Li (2003)、Fu和Li (2004)和Li (2011)等在Lipschitz条件下的结果.     

两类带渐近扰动的随机过程的若干性质

本文考虑两类带渐近扰动的随机模型.一类是带渐近扰动的非紧邻随机游动,考虑其常返暂留性,并给出该模型正常返性的判别.另一类是带渐近扰动的随机环境中分枝过程,通过分析其相关随机游动的极限行为,给出分枝过程灭绝和不灭绝的判别条件.     

随机环境中分枝q-过程

引进了机环境中一致马氏过程,随机分枝q-矩阵和随机环境中分枝q-过程.给了随机环境中分枝q-过程存在性和唯一性的充分条件.最后证明了任意随机分枝转移密度矩阵都是零流入的.     

带移民的n维分枝过程的分枝性质以及衰减性质

本文主要考虑带移民的n维分枝过程的分枝性质和衰减性质.对于这类过程,首先给出了分枝性质的等价条件,得到了衰减指数的精确值λ_Z,同时进一步讨论λ_Z-不变向量/测度和拟平稳分布.     

随机环境中有界跳幅的分枝随机游动

考虑随机环境中有界跳幅的分枝随机游动,其中粒子的繁衍构成时间随机环境中的分枝过程,粒子的运动遵循空间随机环境中有界跳幅的随机游动规律.在分枝过程不灭绝的条件下,文章研究n时刻最右粒子位置的极限性质.     

Estimation of the offspring mean in a controlled branching process with a random control function

Controlled branching processes (CBP) with a random control function provide a useful way to model generation sizes in population dynamics studies, where control on the growth of the population size is necessary at each generation. An important special case of this process is the well known branching process with immigration. Motivated by the work of Wei and Winnicki [C.Z. Wei, J. Winnicki, Estimation of the mean in the branching process with immigration, Ann. Statist. 18 (1990) 1757–1773], we develop a weighted conditional least squares estimator of the offspring mean of the CBP and derive the asymptotic limit distribution of the estimator when the process is subcritical, critical and supercritical. Moreover, we show the strong consistency of this estimator in all the cases. The results obtained here extend those of Wei and Winnicki [C.Z. Wei, J. Winnicki, Estimation of the mean in the branching process with immigration, Ann. Statist. 18 (1990) 1757–1773] for branching processes with immigration and provide a unified limit theory of estimation.     

随机环境中迁入分枝过程的极限性质

在方差和均值有限的条件下,得到了随机环境中迁入分枝过程对应的规范化过程的几乎处处收敛性和L^2收敛性．这对于刻画过程本身的发散速度,具有重要的意义．     

A central limit theorem for branching Brownian motion with random immigration

We establish a central limit theorem for a branching Brownian motion with random immigration under the annealed law,where the immigration is determined by another branching Brownian motion.The limit is a Gaussian random measure and the normalization is t3/4for d=3 and t1/2for d≥4,where in the critical dimension d=4 both the immigration and the branching Brownian motion itself make contributions to the covariance of the limit.     

MOMENTS AND LARGE DEVIATIONS FOR SUPERCRITICAL BRANCHING PROCESSES WITH IMMIGRATION IN RANDOM ENVIRONMENTS

Let（Z_n） be a branching process with immigration in a random environment ξ,where ξ is an independent and identically distributed sequence of random variables.We show asymptotic properties for all the moments of Zn and describe the decay rates of the n-step transition probabilities.As applications,a large deviation principle for the sequence log Zn is established,and related large deviations are also studied.     

Asymptotic Behavior of Critical Primitive Multi-Type Branching Processes with Immigration

Under natural assumptions a Feller-type diffusion approximation is derived for critical multi-type branching processes with immigration when the offspring mean matrix is primitive (in other words, positively regular). Namely, it is proved that a sequence of appropriately scaled random step functions formed from a sequence of critical primitive multi-type branching processes with immigration converges weakly toward a squared Bessel process supported by a ray determined by the Perron vector of the offspring mean matrix.     

Multitype branching processes with immigration in random environment,and polling systems

For multitype branching processes with immigration evolving in a random environment and producing a final product, we find the tail distribution of the size of the final product accumulated in the process for a life period. Using this result, we investigate the tail distributions of the busy periods of the queueing polling systems of branching type with random service disciplines and random positive switch-over times.     

The life spans of a Bellman-Harris branching process with immigration

One considers two schemes of the Bellman-Harris process with immigration when a) the lifetime of the particles is an integral-valued random variable and the immigration is defined by a sequence of independent random variables; b) the distribution of the lifetime of the particles is nonlattice and the immigration is a process with continuous time. One investigates the properties of the life spans of such processes. The results obtained here are a generalization to the case of Bellman-Harris processes of the results of A. M. Zubkov, obtained for Markov branching processes. For the proof one makes use in an essential manner of the known inequalities of Goldstein, estimating the generating function of the Bellman-Harris process in terms of the generating functions of the imbedded Galton-Watson process.Translated from Veroyatnostnye Raspredeleniya i Matematicheskaya Statistika, pp. 60–82, 1986.