Abstract:
Sevastyanov age-dependent branching processes allowing an immigration component are considered in the case when the moments of immigration form a non-homogeneous Poisson process with intensity r(t). The asymptotic behavior of the expectation and of the probability of non-extinction is investigated in the critical case depending on the asymptotic rate of r(t). Corresponding limit theorems are also proved using different types of normalization. Among them we obtained limiting distributions similar to the classical ones of Yaglom (1947) and Sevastyanov (1957) and also discovered new phenomena due to the non-homogeneity.
Citation:
Kosto V. Mitov, Nikolay M. Yanev, “Sevastyanov branching processes with non-homogeneous Poisson immigration”, Branching processes, random walks, and related problems, Collected papers. Dedicated to the memory of Boris Aleksandrovich Sevastyanov, corresponding member of the Russian Academy of Sciences, Trudy Mat. Inst. Steklova, 282, MAIK Nauka/Interperiodica, Moscow, 2013, 181–194; Proc. Steklov Inst. Math., 282 (2013), 172–185
\Bibitem{MitYan13}
\by Kosto~V.~Mitov, Nikolay~M.~Yanev
\paper Sevastyanov branching processes with non-homogeneous Poisson immigration
\inbook Branching processes, random walks, and related problems
\bookinfo Collected papers. Dedicated to the memory of Boris Aleksandrovich Sevastyanov, corresponding member of the Russian Academy of Sciences
\serial Trudy Mat. Inst. Steklova
\yr 2013
\vol 282
\pages 181--194
\publ MAIK Nauka/Interperiodica
\publaddr Moscow
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\jour Proc. Steklov Inst. Math.
\yr 2013
\vol 282
\pages 172--185
\crossref{https://doi.org/10.1134/S0081543813060151}
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https://doi.org/10.1134/S0371968513030151
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This publication is cited in the following 12 articles:
Kosto V. Mitov, Nikolay M. Yanev, “Critical Markov branching process with infinite variance allowing Poisson immigration with increasing intensity”, Stochastic Analysis and Applications, 42:4 (2024), 828
Maroussia Slavtchova-Bojkova, Ollivier Hyrien, Nikolay M. Yanev, “Subcritical multitype Markov branching processes with immigration generated by Poisson random measures”, Communications in Statistics - Theory and Methods, 2023, 1
Slavtchova-Bojkova M., Hyrien O., Yanev N.M., “Poisson Random Measures and Supercritical Multitype Markov Branching Processes”, Stoch. Models, 2022
Slavtchova-Bojkova M.N., Hyrien O., Yanev N.M., “Poisson Random Measures and Noncritical Multitype Markov Branching Processes”, C. R. Acad. Bulg. Sci., 74:5 (2021), 658–668
Ibrahim Rahimov, “Homogeneous Branching Processes with Non-Homogeneous Immigration”, Stochastics and Quality Control, 36:2 (2021), 165
Mitov V K., “Critical Markov Branching Processes With Non-Homogeneous Poisson Immigration”, C. R. Acad. Bulg. Sci., 73:7 (2020), 908–914
Slavtchova-Bojkova M., Yanev N.M., “Poisson Random Measures and Critical Sevastyanov Branching Processes”, Stoch. Models, 35:2 (2019), 197–208
K. V. Mitov, N. M. Yanev, O. Hyrien, “Multitype branching processes with inhomogeneous Poisson immigration”, Adv. Appl. Probab., 50:A (2018), 211–228
N. M. Yanev, O. Hyrien, K. V. Mitov, “Limiting distributions for multitype Markov branching processes with non-homogeneous Poisson immigration”, C. R. Acad. Bulg. Sci., 70:12 (2017), 1627–1634
O. Hyrien, K. V. Mitov, N. M. Yanev, “Subcritical Sevastyanov branching processes with nonhomogeneous Poisson immigration”, J. Appl. Probab., 54:2 (2017), 569–587
K. V. Mitov, N. M. Yanev, “Limiting distributions for alternating regenerative branching processes”, C. R. Acad. Bulg. Sci., 69:10 (2016), 1251–1262
O. Hyrien, K. V. Mitov, N. M. Yanev, “Supercritical Sevastyanov branching processes with non-homogeneous Poisson immigration”, Branching Processes and Their Applications, Lecture Notes in Statistics, 219, eds. I. DelPuerto, M. Gonzalez, C. Gutierrez, R. Martinez, C. Minuesa, M. Molina, M. Mota, A. Ramos, Springer, 2016, 151–166