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Teoriya Veroyatnostei i ee Primeneniya, 1983, Volume 28, Issue 3, Pages 458–467
(Mi tvp2190)
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This article is cited in 4 scientific papers (total in 4 papers)
The life-periods of critical branching processes with random migration
N. M. Yanev, K. V. Mitov Sofia, Bulgaria
Abstract:
Let $\{\xi_{ij}(t)\}_{j,t=1}^\infty$ ($i=1,2$), $\{\eta_t\}_{t=1}^\infty$ be independent integer-valued random variables with $F_i(s)=\mathbf Es^{\xi_{ij}(t)}$,
$$
\mathbf P\{\eta_t=-1\}=p,\ \mathbf P\{\eta_t=0\}=q,\ \mathbf P\{\eta_t=1\}=r,\ p+q+r=1.
$$
The branching process with random migration $\mu_t$ is defined by the following formula:
if $\mu_t=n$ then
$$
\mu_{t+1}=\sum_{j=1}^{\varphi_1(t;n)}\xi_{1j}(t+1)+\sum_{j=1}^{\varphi_2(t;n)}\xi_{2j}(t+1),\quad t=0,1,\dots,
$$
where $\varphi_1(t;n)=\max\{\min\{n,n+\eta_t\},0\}$, $\varphi_2(t;n)=\max\{0,\eta_t\}$. In the critical case
($F'_1(1)=1$) we investigate the asymptotical behaviour of the probability $\mathbf P\{\tau>t\}$, $t\to\infty$,
where $\tau$ is the life-period defined by the conditions $\mu_{T-1}=0$, $\mu_t>0\,(T\le t<T+\tau)$, $\mu_{T+\tau}=0$.
Received: 05.02.1980
Citation:
N. M. Yanev, K. V. Mitov, “The life-periods of critical branching processes with random migration”, Teor. Veroyatnost. i Primenen., 28:3 (1983), 458–467; Theory Probab. Appl., 28:3 (1984), 481–491
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https://www.mathnet.ru/eng/tvp2190 https://www.mathnet.ru/eng/tvp/v28/i3/p458
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