Asymptotics of continuous-time discrete state space branching processes for large initial state

Autor: Möhle, Martin, Vetter, Benedict
Rok vydání: 2020
Předmět:
Zdroj: Markov Process. Related Fields, 27 (2021) 1-42
Druh dokumentu: Working Paper
Popis: Scaling limits for continuous-time branching processes with discrete state space are provided as the initial state tends to infinity. Depending on the finiteness or non-finiteness of the mean and/or the variance of the offspring distribution, the limits are in general time-inhomogeneous Gaussian processes, time-inhomogeneous generalized Ornstein-Uhlenbeck type processes or continuous-state branching processes. We also provide transfer results showing how specific asymptotic relations for the probability generating function of the offspring distribution carry over to those of the one-dimensional distributions of the branching process.
Databáze: arXiv