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Teoriya Veroyatnostei i ee Primeneniya, 1980, Volume 25, Issue 3, Pages 523–534 (Mi tvp1092)  

This article is cited in 14 scientific papers (total in 14 papers)

Limit theorems for a critical Galton–Watson process with migration

S. V. Nagaev, L. V. Han

Novosibirsk
Abstract: The critical Galton–Watson process with immigration and emigration is investigated. We consider the population of particles which develop according to the critical Galton–Watson process with the offspring generating function $f(s)$, and at each moment $n=0,1,\dots$ either $k$ ($k=0,1,\dots$) particles immigrate in the population with the probability $p_k$ or $j$ ($j=1,\dots,m$) particles of those present at time $n$ emigrate from the population with probability $q_j$, where $m$ is a fixed natural number,
$$ \sum_{k=0}^\infty p_k+\sum_{k=1}^m q_k=1,\qquad q_m>0. $$
Let $Z_n$ ($n=0,1,\dots$) be the number of particles at time $n$. We suppose that
$$ Z_0=0,\qquad f'(1-)=1,\qquad\sum_{k=1}^\infty kp_k-\sum_{k=1}^m kq_k=0. $$
The following results are obtained. If
$$ f(0)>0,\qquad B=1/2f''(1-)<\infty,\qquad\sum_{k=1}^\infty k^2p_k<\infty, $$
then for some $A_0\in(0,\infty)$
\begin{gather*} \mathbf P\{Z_n=0\}\sim\frac{A_0}{\log n},\quad\mathbf MZ_n\sim\frac{B_n}{\log n},\quad\mathbf DZ_n\sim\frac{2B^2n^2}{\log n}\quad(n\to\infty), \\ \lim_{n\to\infty}\mathbf P\left\{\frac{\log Z_n}{\log n}<x\right\}=x,\qquad x\in[0,1]. \end{gather*}
English version:
Theory of Probability and its Applications, 1981, Volume 25, Issue 3, Pages 514–525
DOI: https://doi.org/10.1137/1125063
Bibliographic databases:
Language: Russian
Citation: S. V. Nagaev, L. V. Han, “Limit theorems for a critical Galton–Watson process with migration”, Teor. Veroyatnost. i Primenen., 25:3 (1980), 523–534; Theory Probab. Appl., 25:3 (1981), 514–525
Citation in format AMSBIB
\Bibitem{NagKha80}
\by S.~V.~Nagaev, L.~V.~Han
\paper Limit theorems for a~critical Galton--Watson process with migration
\jour Teor. Veroyatnost. i Primenen.
\yr 1980
\vol 25
\issue 3
\pages 523--534
\mathnet{http://mi.mathnet.ru/tvp1092}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=582582}
\zmath{https://zbmath.org/?q=an:0462.60082|0436.60059}
\transl
\jour Theory Probab. Appl.
\yr 1981
\vol 25
\issue 3
\pages 514--525
\crossref{https://doi.org/10.1137/1125063}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1980MB70100007}
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  • https://www.mathnet.ru/eng/tvp/v25/i3/p523
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    This publication is cited in the following 14 articles:
    Citing articles in Google Scholar: Russian citations, English citations
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