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 wit...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
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VTeX
2018-02-01
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| Series: | Modern Stochastics: Theory and Applications |
| Subjects: | |
| Online Access: | https://vmsta.vtex.vmt/doi/10.15559/18-VMSTA95 |
| _version_ | 1818109716574765056 |
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| author | Mátyás Barczy Fanni K. Nedényi Gyula Pap |
| author_facet | Mátyás Barczy Fanni K. Nedényi Gyula Pap |
| author_sort | Mátyás Barczy |
| collection | DOAJ |
| description | 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. |
| first_indexed | 2024-12-11T02:35:41Z |
| format | Article |
| id | doaj.art-63c1151e570247559e7bece2cd897f1b |
| institution | Directory Open Access Journal |
| issn | 2351-6046 2351-6054 |
| language | English |
| last_indexed | 2024-12-11T02:35:41Z |
| publishDate | 2018-02-01 |
| publisher | VTeX |
| record_format | Article |
| series | Modern Stochastics: Theory and Applications |
| spelling | doaj.art-63c1151e570247559e7bece2cd897f1b2022-12-22T01:23:43ZengVTeXModern Stochastics: Theory and Applications2351-60462351-60542018-02-0151537910.15559/18-VMSTA95On aggregation of multitype Galton–Watson branching processes with immigrationMátyás Barczy0Fanni K. Nedényi1Gyula Pap2MTA-SZTE Analysis and Stochastics Research Group, Bolyai Institute, University of Szeged, Aradi vértanúk tere 1, H–6720 Szeged, HungaryBolyai Institute, University of Szeged, Aradi vértanúk tere 1, H–6720 Szeged, HungaryBolyai Institute, University of Szeged, Aradi vértanúk tere 1, H–6720 Szeged, HungaryLimit 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.https://vmsta.vtex.vmt/doi/10.15559/18-VMSTA95Multitype Galton–Watson branching processes with immigrationtemporal and contemporaneous aggregationgeneralized integer-valued autoregressive processes |
| spellingShingle | Mátyás Barczy Fanni K. Nedényi Gyula Pap On aggregation of multitype Galton–Watson branching processes with immigration Modern Stochastics: Theory and Applications Multitype Galton–Watson branching processes with immigration temporal and contemporaneous aggregation generalized integer-valued autoregressive processes |
| title | On aggregation of multitype Galton–Watson branching processes with immigration |
| title_full | On aggregation of multitype Galton–Watson branching processes with immigration |
| title_fullStr | On aggregation of multitype Galton–Watson branching processes with immigration |
| title_full_unstemmed | On aggregation of multitype Galton–Watson branching processes with immigration |
| title_short | On aggregation of multitype Galton–Watson branching processes with immigration |
| title_sort | on aggregation of multitype galton watson branching processes with immigration |
| topic | Multitype Galton–Watson branching processes with immigration temporal and contemporaneous aggregation generalized integer-valued autoregressive processes |
| url | https://vmsta.vtex.vmt/doi/10.15559/18-VMSTA95 |
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