Limit theorems for multitype continuous time Markov branching processes |
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Authors: | Dr Krishna Balasundaram Athreya |
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Institution: | (1) Mathematics Research Center, United States Army The University of Wisconsin, 53706 Madison, Wisconsin, USA |
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Abstract: | Summary Let X(t)=(X
1
(t), X
2
(t), , X
t
(t)) be a k-type (2k<) continuous time, supercritical, nonsingular, positively regular Markov branching process. Let M(t)=((m
ij
(t))) be the mean matrix where m
ij
(t)=E(X
j
(t)¦X
r
(0)=
ir
for r=1, 2, , k) and write M(t)=exp(At). Let be an eigenvector of A corresponding to an eigenvalue . Assuming second moments this paper studies the limit behavior as t of the stochastic process
. It is shown that i) if 2 Re >1, then · X(t)e{–t¦ converges a.s. and in mean square to a random variable. ii) if 2 Re 1 then · X(t)] f(v · X(t)) converges in law to a normal distribution where f(x)=(x)
–1
if 2 Re <1 and f(x)=(x log x)–1 if 2 Re =1, 1 the largest real eigenvalue of A and v the corresponding right eigenvector.Research supported in part under contracts N0014-67-A-0112-0015 and NIH USPHS 10452 at Stanford University. |
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Keywords: | |
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