Asymptotic properties of supercritical age-dependent branching processes and homogeneous branching random walks
Let (Z(t): t[greater-or-equal, slanted]0) be a supercritical age-dependent branching process and let {Yn} be the natural martingale arising in a homogeneous branching random walk. Let Z be the almost sure limit of Z(t)/EZ(t)(t-->[infinity]) or that of Yn (n-->[infinity]). We study the following problems: (a) the absolute continuity of the distribution of Z and the regularity of the density function; (b) the decay rate (polynomial or exponential) of the left tail probability P(Z[less-than-or-equals, slant]x) as x-->0, and that of the characteristic function EeitZ and its derivative as t-->[infinity]; (c) the moments and decay rate (polynomial or exponential) of the right tail probability P(Z>x) as x-->[infinity], the analyticity of the characteristic function [phi](t)=EeitZ and its growth rate as an entire characteristic function. The results are established for non-trivial solutions of an associated functional equation, and are therefore also applicable for other limit variables arising in age-dependent branching processes and in homogeneous branching random walks.
Year of publication: |
1999
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Authors: | Liu, Quansheng |
Published in: |
Stochastic Processes and their Applications. - Elsevier, ISSN 0304-4149. - Vol. 82.1999, 1, p. 61-87
|
Publisher: |
Elsevier |
Keywords: | Age-dependent branching processes Branching random walks Martingales Functional equation Absolute continuity Moments of negative orders Left tails Moments Exponential moments Right tail Decay rate and analiticity of characteristic function Growth order of entire characteristic function |
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