RECURRENCE OF MARKOV BRANCHING-PROCESSES WITH IMMIGRATION

被引:16
|
作者
CHEN, A
RENSHAW, E
机构
[1] UNIV STRATHCLYDE,DEPT STAT & MODELLING SCI,LIVINGSTONE TOWER,26 RICHMOND ST,GLASGOW G1 1XH,SCOTLAND
[2] UNIV EDINBURGH,DEPT STAT,EDINBURGH EH8 9YL,MIDLOTHIAN,SCOTLAND
关键词
MARKOV BRANCHING PROCESS; INSTANTANEOUS IMMIGRATION; STABLE IMMIGRATION; RECURRENCE; POSITIVE-RECURRENCE;
D O I
10.1016/0304-4149(93)90071-B
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We derive criteria for assessing the recurrence and positive-recurrence of Markov branching processes with immigration. Although our method is designed to tackle the instantaneous immigration case investigated in Chen and Renshaw (1990), this new approach can also be applied to the stable immigration case previously considered by Yamazato (1975) and others.
引用
收藏
页码:231 / 242
页数:12
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