ASYMPTOTIC BEHAVIOR OF MULTITYPE NEARLY CRITICAL GALTON-WATSON PROCESSES WITH IMMIGRATION

被引:1
|
作者
Gyoerfi, L. [1 ]
Ispany, M. [2 ]
Kevei, P. [3 ]
Pap, G. [4 ]
机构
[1] Budapest Univ Technol & Econ, Dept Comp Sci & Informat Theory, Budapest, Hungary
[2] Univ Debrecen, Fac Informat, Dept Informat Technol, Debrecen, Hungary
[3] Univ Szeged, Bolyai Inst, MTA SZTE Anal & Stochast Res Grp, H-6720 Szeged, Hungary
[4] Univ Szeged, Bolyai Inst, Dept Stochast, H-6720 Szeged, Hungary
基金
匈牙利科学研究基金会;
关键词
multiype Galton-Watson process with immigration; INAR model; nearly critical model; multidimensional Poisson distribution; Toeplitz matrix; inhomogeneous model; MODELS; GENES;
D O I
10.1137/S0040585X97T987351
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
Multitype inhomogeneous Galton-Watson processes with immigration are investigated, where the offspring mean matrix slowly converges to a critical mean matrix. Under general conditions we obtain limit distribution for the process, where the coordinates of the limit vector are not necessarily independent.
引用
收藏
页码:590 / 610
页数:21
相关论文
共 50 条