ASYMPTOTIC BEHAVIOR OF MULTITYPE NEARLY CRITICAL GALTON-WATSON PROCESSES WITH IMMIGRATION

被引：1

作者：

Gyoerfi, L. ^{[1
]}

Ispany, M. ^{[2
]}

Kevei, P. ^{[3
]}

Pap, G. ^{[4
]}

机构：

[1] Budapest Univ Technol & Econ, Dept Comp Sci & Informat Theory, Budapest, Hungary

[2] Univ Debrecen, Fac Informat, Dept Informat Technol, Debrecen, Hungary

[3] Univ Szeged, Bolyai Inst, MTA SZTE Anal & Stochast Res Grp, H-6720 Szeged, Hungary

[4] Univ Szeged, Bolyai Inst, Dept Stochast, H-6720 Szeged, Hungary

来源：

THEORY OF PROBABILITY AND ITS APPLICATIONS | 2015年 / 59卷 / 04期

基金：

匈牙利科学研究基金会;

关键词：

multiype Galton-Watson process with immigration; INAR model; nearly critical model; multidimensional Poisson distribution; Toeplitz matrix; inhomogeneous model; MODELS; GENES;

D O I：

10.1137/S0040585X97T987351

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Multitype inhomogeneous Galton-Watson processes with immigration are investigated, where the offspring mean matrix slowly converges to a critical mean matrix. Under general conditions we obtain limit distribution for the process, where the coordinates of the limit vector are not necessarily independent.

引用

页码：590 / 610

页数：21

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