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...
Elmentve itt :
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| Dokumentumtípus: | Cikk |
| Megjelent: |
2018
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| Sorozat: | MODERN STOCHASTICS: THEORY AND APPLICATIONS
5 No. 1 |
| Tárgyszavak: | |
| doi: | 10.15559/18-VMSTA95 |
| mtmt: | 3325174 |
| Online Access: | http://publicatio.bibl.u-szeged.hu/36722 |
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| 024 | 7 | |a 10.15559/18-VMSTA95 |2 doi | |
| 024 | 7 | |a 3325174 |2 mtmt | |
| 040 | |a SZTE Publicatio Repozitórium |b hun | ||
| 041 | |a eng | ||
| 100 | 1 | |a Barczy Mátyás | |
| 245 | 1 | 3 | |a On aggregation of multitype Galton–Watson branching processes with immigration |h [elektronikus dokumentum] / |c Barczy Mátyás |
| 260 | |c 2018 | ||
| 300 | |a 53-79 | ||
| 490 | 0 | |a MODERN STOCHASTICS: THEORY AND APPLICATIONS |v 5 No. 1 | |
| 520 | 3 | |a 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. | |
| 650 | 4 | |a Matematika | |
| 700 | 0 | 1 | |a Nedényi Fanni |e aut |
| 700 | 0 | 1 | |a Pap Gyula |e aut |
| 856 | 4 | 0 | |u http://publicatio.bibl.u-szeged.hu/36722/7/3325174.pdf |z Dokumentum-elérés |
| 856 | 4 | 0 | |u http://publicatio.bibl.u-szeged.hu/36722/1/1711.04099v2.pdf |z Dokumentum-elérés |