Stochastic equations for two-type continuous-state branching processes with immigration

A two-dimensional stochastic integral equation system with jumps is studied. We first prove its unique weak solution is a two-type continuous-state branching process with immigration. Then the comparison property of the solution is established. These results imply the existence and uniqueness of the strong solution of the stochastic equation system.     

Stochastic equations for two-type continuous-state branching processes with immigration and competition

A class of two-type continuous-state branching processes with immigration and competition is constructed as the solution of a jump-type stochastic integral equation system. We first show that the stochastic equation system has a pathwise unique non-negative strong solution and then prove the comparison property of the solution.     

Conditional limit theorems for critical continuous-state branching processes

We study the conditional limit theorems for critical continuous-state branching processes with branching mechanism ψ(λ) = λ1+αL(1/λ), where α∈ [0, 1] and L is slowly varying at ∞. We prove that if α∈(0, 1], there are norming constants Qt→ 0(as t ↑ +∞) such that for every x 0, Px(QtXt∈·| Xt 0)converges weakly to a non-degenerate limit. The converse assertion is also true provided the regularity of ψ at0. We give a conditional limit theorem for the case α = 0. The limit theorems we obtain in this paper allow infinite variance of the branching process.     

Nonlinear branching processes with immigration

The nonlinear branching process with immigration is constructed as the pathwise unique solution of a stochastic integral equation driven by Poisson random measures. Some criteria for the regularity, recurrence, ergodicity and strong ergodicity of the process are then established.     

Small value probabilities for continuous state branching processes with immigration

We consider the small value probability of supercritical continuous state branching processes with immigration.From Pinsky(1972) it is known that under regularity condition on the branching mechanism and immigration mechanism,the normalized population size converges to a non-degenerate finite and positive limit W as t tends to infinity.We provide sharp estimate on asymptotic behavior of P(W≤ε) as ε→ 0+ by studying the Laplace transform of W.Without immigration,we also give a simpler proof for the small value probability in the non-subordinator case via the prolific backbone decomposition.     

带移民的上临界分支过程在一般条件下的小值概率

本文的主要目的是在后代分布均值有限但L log L阶距无限的条件下研究带移民的上临界分支过程(Z_n)的小值概率.当后代分布均值有限且移民分布的log L阶距有限时,存在常数序列{C_n,n≥0}使得C_n~(-1)Z_n收敛到一个非负有限且非退化的随机变量,记作W.本文基于前期关于分支过程小值概率的工作,在最一般的条件下得到了W的小值概率,即P(W≤ε)在ε→0~+时的收敛速率.     

On sequential estimation for branching processes with immigration

Consider a Galton–Watson process with immigration. The limiting distributions of the nonsequential estimators of the offspring mean have been proved to be drastically different for the critical case and subcritical and supercritical cases. A sequential estimator, proposed by Sriram et al. (Ann. Statist. 19 (1991) 2232), was shown to be asymptotically normal for both the subcritical and critical cases. Based on a certain stopping rule, we construct a class of two-stage estimators for the offspring mean. These estimators are shown to be asymptotically normal for all the three cases. This gives, without assuming any prior knowledge, a unified estimation and inference procedure for the offspring mean.     

A limit theorem for branching one-dimensional periodic diffusion processes

We give almost sure convergence of appropriately normalized particle numbers in bounded domains of locally supercritical branching diffusion processes with one-dimensional periodic diffusions as their non-branching part processes. Some spectral properties of periodic diffusion operators including Hill's ones are also studied.     

Multiclass batch arrival retrial queues analyzed as branching processes with immigration

TheM/G/1 batch arrival retrial queue is studied by means of branching processes with immigration. We shall investigate this queue when traffic intensity is less than one, tends to one or is greater than one.     

Existence,uniqueness and ergodicity of Markov branching processes with immigration and instantaneous resurrection

We consider a modified Markov branching process incorporating with both state-independent immigration and instantaneous resurrection.The existence criterion of the process is firstly considered.We prove that if the sum of the resurrection rates is finite,then there does not exist any process.An existence criterion is then established when the sum of the resurrection rates is infinite.Some equivalent criteria,possessing the advantage of being easily checked,are obtained for the latter case.The uniqueness criterion for such process is also investigated.We prove that although there exist infinitely many of them,there always exists a unique honest process for a given q-matrix.This unique honest process is then constructed.The ergodicity property of this honest process is analysed in detail.We prove that this honest process is always ergodic and the explicit expression for the equilibrium distribution is established.     

随机环境中带移民的上临界分枝过程的Berry-Esseen界

考虑独立同分布的随机环境中带移民的上临界分枝过程(Zn).应用(Zn)与随机环境中不带移民分枝过程的联系,以及与相应随机游动的联系,在一些适当的矩条件下,本文证明关于log Zn的中心极限定理的Berry-Esseen界.     

Inhomogeneous Markov branching processes: Supercritical case

It is our aim to improve the limit theory of supercritical Bienaymé—Galton—Watson processes with varying environment (cf. [3], [4]), and to simultaneously construct its continuous-time analogue. We give a necessary and sufficient condition for the existence of a non-degenerate limit with expectation norming and show that if the limit is non-degenerate, its expectation must be equal to 1. We continue with a result on the expectation of the limit in case of general norming and conditions for the continuity and strict monotonicity of the limiting distribution function. Finally, we reformulate the non-degeneracy condition.     

Time to most recent common ancestor for stationary continuous state branching processes with immigration

Motivated by sample path decomposition of the stationary continuous state branching process with immigration, a general population model is considered using the idea of immortal individual. We compute the joint distribution of the random variables： the time to the most recent common ancestor （MRCA）, the size of the current population, and the size of the population just before MRCA. We obtain the bottleneck effect as well. The distribution of the number of the oldest families is also established. These generalize the results obtained by Y. T. Chen and J. F. Delmas.     

A fluctuation type limit theorem for Jiřina processes with immigration

It is proved by the theory of semigroup that the Ornstein-Uhlenbeck type process with jumps can arise from the fluctuation limit of a sequence of Jirina processes with immigration under suitable moments conditions.     

Ratio limit theorems for branching Ornstein-Uhlenbeck processes

We prove ratio limit theorems for critical ano supercritical branching Ornstein-Uhlenbeck processes. A finite first moment of the offspring distribution {p_n} assures convergence in probability for supercritical processes and conditional convergence in probability for critical processes. If even Σp_nnlog⁺log⁺n< ∞, then almost sure convergence obtains in the supercritical case.     

随机受控分支过程中繁衍变量均值的经验似然估计

文章研究受控分支过程在随机环境下的繁衍变量均值的估计问题.我们基于加权条件最小二乘法构造估计方程,发展了一个经验似然比检验,并证明了这个检验统计量的极限分布是χ^2分布.最后通过随机模拟验证了经验似然方法有较高的覆盖概率.     

Age-dependent branching processes in random environments

We consider an age-dependent branching process in random environments. The environments are represented by a stationary and ergodic sequence ξ = (ξ0,ξ1,...) of random variables. Given an environment ξ, the process is a non-homogenous Galton-Watson process, whose particles in n-th generation have a life length distribution G(ξn) on R , and reproduce independently new particles according to a probability law p(ξn) on N. Let Z(t) be the number of particles alive at time t. We first find a characterization of the conditional probability generating function of Z(t) (given the environment ξ) via a functional equation, and obtain a criterion for almost certain extinction of the process by comparing it with an embedded Galton-Watson process. We then get expressions of the conditional mean EξZ(t) and the global mean EZ(t), and show their exponential growth rates by studying a renewal equation in random environments.