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This article is cited in 2 scientific papers (total in 2 papers)
Deviations from typical type proportions in critical multitype Galton–Watson processes
V. A. Vatutina, K. Fleischmannb a Steklov Mathematical Institute, Russian Academy of Sciences
b Weierstrass Institute for Applied Analysis and Stochastics, Germany
Abstract:
Consider a critical $K$-type Galton–Watson process $\{\mathbf{Z}(t): t=0,1,\ldots \} $ and a real vector $\mathbf{w}=(w_{1},\ldots ,w_{K})^{\top}$. It is well known that under rather general assumptions, $\langle \mathbf{Z} (t),\mathbf{w}\rangle :=\sum_{k}Z_{k}(t)w_{k}$ conditioned on nonextinction and appropriately scaled has a limit in law as $t\uparrow \infty$ [V. A. Vatutin, Math. USSR Sb., 32 (1977), pp. 215–225]. However, the limit degenerates to $\,0$ if the vector $\mathbf{w}$ deviates seriously from "typical" type proportions, i.e., if $\mathbf{w}$ is orthogonal to the left eigenvectors related to the maximal eigenvalue of the mean value matrix. We show that in this case (under reasonable additional assumptions on the offspring laws) there exists a better normalization which leads to a nondegenerate limit. Opposed to the finite variance case, which was already resolved in [K. Athreya and P. Ney, Ann. Probab., 2 (1974), pp. 339–343] and [I. S. Badalbaev and A. Mukhitdinov, Theory Probab. Appl., 34 (1989), pp. 690–694], the limit law (for instance, its “index”) may seriously depend on $\mathbf{w}$.
Keywords:
marked particle, typical type proportions, nondegenerate limit, nonextinction, deviations, asymptotic expansion.
Received: 24.12.1998
Citation:
V. A. Vatutin, K. Fleischmann, “Deviations from typical type proportions in critical multitype Galton–Watson processes”, Teor. Veroyatnost. i Primenen., 45:1 (2000), 30–51; Theory Probab. Appl., 45:1 (2001), 23–40
Linking options:
https://www.mathnet.ru/eng/tvp323https://doi.org/10.4213/tvp323 https://www.mathnet.ru/eng/tvp/v45/i1/p30
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Abstract page: | 320 | Full-text PDF : | 147 | First page: | 7 |
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