Harmonic continuous-time branching moments

被引:1
|
作者
Piau, Didier
机构
[1] Univ Lyon 1, F-69365 Lyon, France
[2] Univ Grenoble 1, F-38041 Grenoble, France
来源
ANNALS OF APPLIED PROBABILITY | 2006年 / 16卷 / 04期
关键词
branching processes; harmonic moments; inhomogeneous Markov processes; limit theorems;
D O I
10.1214/105051606000000493
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 show that the mean inverse populations of nondecreasing, square integrable, continuous-time branching processes decrease to zero like the inverse of their mean population if and only if the initial population k is greater than a first threshold m(1) >= 1. If, furthermore, k is greater than a second threshold m(2) >= m(1), the normalized mean inverse population is at most 1/(k - m(2)). We express m(1) and m(2) as explicit functionals of the reproducing distribution, we discuss some analogues for discrete time branching processes and link these results to the behavior of random products involving i.i.d. nonnegative sums.
引用
收藏
页码:2078 / 2097
页数:20
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