On aggregation of multitype Galton–Watson branching processes with immigration
Copyright policy )On aggregation of multitype Galton–Watson branching processes with immigration
Limit behaviour of temporal and contemporaneous aggregations of independent copies of a stationary multitype Galton-Watson branching process with immigration is studied in the so-called iterated and simultaneous cases, respectively. In both cases, the limit process is a zero mean Brownian motion with the same covariance function under third order moment conditions on the branching and immigration distributions. We specialize our results for generalized integer-valued autoregressive processes and single-type Galton-Watson processes with immigration as well.
26 pages
multitype Galton-Watson branching processes with immigration, T57-57.97, temporal and contemporaneous aggregation, QA Mathematics / matematika, Applied mathematics. Quantitative methods, 01.01. Matematika, Probability (math.PR), generalized integer-valued autoregressive processes, Gaussian processes, Central limit and other weak theorems, Multitype Galton–Watson branching processes with immigration, 60J80, 60F05, 60G15, Branching processes (Galton-Watson, birth-and-death, etc.), QA1-939, FOS: Mathematics, Mathematics, Mathematics - Probability
multitype Galton-Watson branching processes with immigration, T57-57.97, temporal and contemporaneous aggregation, QA Mathematics / matematika, Applied mathematics. Quantitative methods, 01.01. Matematika, Probability (math.PR), generalized integer-valued autoregressive processes, Gaussian processes, Central limit and other weak theorems, Multitype Galton–Watson branching processes with immigration, 60J80, 60F05, 60G15, Branching processes (Galton-Watson, birth-and-death, etc.), QA1-939, FOS: Mathematics, Mathematics, Mathematics - Probability
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