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A note on
asymptotic behavior of critical Galton–Watson processes with
immigration
Mátyás Barczy, Dániel Bezdány and Gyula Pap
Vol. 14 (2021), No. 5, 871–891
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Abstract |
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In this somewhat didactic note we give a detailed alternative proof of the known result of Wei and Winnicki (1989) which states that, under second-order moment assumptions on the offspring and immigration distributions, the sequence of appropriately scaled random step functions formed from a critical Galton–Watson process with immigration (not necessarily starting from zero) converges weakly towards a squared Bessel process. The proof of Wei and Winnicki (1989) is based on infinitesimal generators, while we use limit theorems for random step processes towards a diffusion process due to Ispány and Pap (2010). This technique was already used by Ispány (2008), who proved functional limit theorems for a sequence of some appropriately normalized nearly critical Galton–Watson processes with immigration starting from zero, where the offspring means tend to its critical value 1. As a special case of Theorem 2.1 of Ispány (2008) one can get back the result of Wei and Winnicki (1989) in the case of zero initial value. In the present note we handle nonzero initial values with the technique used by Ispány (2008), and further, we simplify some of the arguments in the proof of Theorem 2.1 of Ispány (2008) as well. |
Keywords
Galton–Watson process with immigration, critical,
martingale differences, asymptotic behavior, squared Bessel
process
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Mathematical Subject Classification
Primary: 60J80, 60F17
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Milestones
Received: 14 March 2021
Revised: 25 May 2021
Accepted: 2 June 2021
Published: 9 February 2022
Communicated by Amarjit Singh Budhiraja
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Authors |
| Mátyás Barczy | |
| MTA-SZTE Analysis and Stochastics
Research Group Bolyai Institute University of Szeged Szeged Hungary |
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| Dániel Bezdány | |
| Bolyai Institute University of Szeged Szeged Hungary |
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| Gyula Pap | |
