Critical Galton-Watson branching processes with a countable set of types and infinite second moments

Cover Page

Cite item

Full Text

Open Access Open Access
Restricted Access Access granted
Restricted Access Subscription Access

Abstract

We consider an indecomposable Galton-Watson branching process with a countable set of types. Assuming that the process is critical and may have infinite variance of the offspring sizes of some (or all) types of particles we describe the asymptotic behaviour of the survival probability of the process and establish a Yaglom-type conditional limit theorem for the infinite-dimensional vector of the number of particles of all types. Bibliography: 20 titles.

About the authors

Vladimir Alekseevich Vatutin

Steklov Mathematical Institute of Russian Academy of Sciences

Email: vatutin@mi-ras.ru
Doctor of physico-mathematical sciences, Professor

Elena Evgen'evna Dyakonova

Steklov Mathematical Institute of Russian Academy of Sciences

Email: elena@mi-ras.ru
Doctor of physico-mathematical sciences, Head Scientist Researcher

Valentin Alekseevich Topchii

Mathematical Center in Akademgorodok; Omsk Branch of Sobolev Institute of Mathematics, Siberian Branch of the Russian Academy of Sciences

Email: topchij@gmail.com
Doctor of physico-mathematical sciences, Professor

References

  1. D. Vere-Jones, “Ergodic properties of nonnegative matrices. I”, Pacific J. Math., 22:2 (1967), 361–386
  2. S. Sagitov, “Linear-fractional branching processes with countably many types”, Stochastic Process. Appl., 123:8 (2013), 2940–2956
  3. P. Braunsteins, S. Hautphenne, “Extinction in lower Hessenberg branching processes with countably many types”, Ann. Appl. Probab., 29:5 (2019), 2782–2818
  4. А. Н. Колмогоров, “К решению одной биологической задачи”, Изв. НИИ матем. и мех. Томск. ун-та, 2:1 (1938), 7–12
  5. А. М. Яглом, “Некоторые предельные теоремы теории ветвящихся случайных процессов”, Докл. АН СССР, 56:8 (1947), 795–798
  6. A. Joffe, F. Spitzer, “On multitype branching processes with $rho leq 1$”, J. Math. Anal. Appl., 19:3 (1967), 409–430
  7. В. М. Золотарев, “Уточнение ряда теорем теории ветвящихся случайных процессов”, Теория вероятн. и ее примен., 2:2 (1957), 256–266
  8. R. S. Slack, “A branching process with mean one and possibly infinite variance”, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete, 9 (1968), 139–145
  9. R. S. Slack, “Further notes on branching processes with mean 1”, Z. Wahrscheinlichkeitstheorie und Verw. Gebiete, 25 (1972/73), 31–38
  10. В. А. Ватутин, “Предельные теоремы для критических марковских ветвящихся процессов с несколькими типами частиц и бесконечными вторыми моментами”, Матем. сб., 103(145):2(6) (1977), 253–264
  11. M. I. Goldstein, F. M. Hoppe, “Critical multitype branching processes with infinite variance”, J. Math. Anal. Appl., 65:3 (1978), 675–686
  12. P. Braunsteins, G. Decrouez, S. Hautphenne, “A pathwise approach to the extinction of branching processes with countably many types”, Stochastic Process. Appl., 129:3 (2019), 713–739
  13. K. B. Athreya, Hye-Jeong Kang, “Some limit theorems for positive recurrent branching Markov chains. I”, Adv. in Appl. Probab., 30:3 (1998), 693–710
  14. S. Hautphenne, G. Latouche, G. Nguyen, “Extinction probabilities of branching processes with countably infinitely many types”, Adv. in Appl. Probab., 45:4 (2013), 1068–1082
  15. H. Kesten, “Supercritical branching processes with countably many types and the size of random Cantor sets”, Probability, statistics, and mathematics, Papers in honor of S. Karlin, Academic Press, Boston, MA, 1989, 103–121
  16. Т. Харрис, Теория ветвящихся случайных процессов, Мир, М., 1966, 356 с.
  17. G. T. Tetzlaff, “Criticality in discrete time branching processes with not uniformly bounded types”, Rev. Mat. Apl., 24:1-2 (2003/04), 33–44
  18. Б. А. Севастьянов, Ветвящиеся процессы, Наука, М., 1971, 436 с.
  19. Е. Сенета, Правильно меняющиеся функции, Наука, М., 1985, 142 с.
  20. В. Феллер, Введение в теорию вероятностей и ее приложения, т. 2, 2-е изд., Мир, М., 1984, 752 с.

Supplementary files

Supplementary Files
Action
1. JATS XML

Copyright (c) 2021 Vatutin V.A., Dyakonova E.E., Topchii V.A.

Согласие на обработку персональных данных

 

Используя сайт https://journals.rcsi.science, я (далее – «Пользователь» или «Субъект персональных данных») даю согласие на обработку персональных данных на этом сайте (текст Согласия) и на обработку персональных данных с помощью сервиса «Яндекс.Метрика» (текст Согласия).